# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001193125-25-308896
**Filing Date:** 2025-12
**Character Count:** 3734788
**Document Hash:** a55014e0a30300d8ac7e524b4a04049c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-308896.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-308896

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251551548

**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):** 2025-11-28

**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:** 41 days

- **WAL:** 116 days

- **Total Value of Portfolio Securities:** $277222844173.50

- **Amortized Cost of Portfolio Securities:** $277181956808.37

- **Cash:** $1966312842.61

- **Total Other Assets:** $1402171192.04

- **Total Liabilities:** $2373571902.39

- **Net Assets of Series:** $278176868940.63

- **Number of Shares Outstanding (Series):** 278159964416.1300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $145268919806.75          | $251157598547.79           | 49.9100%                  | 86.3000%                   |
| 2025-11-04 | $150916650029.27          | $257150650542.20           | 50.8600%                  | 86.6700%                   |
| 2025-11-05 | $152041730096.03          | $257431052380.85           | 50.9200%                  | 86.2200%                   |
| 2025-11-06 | $150145056460.51          | $256615700517.24           | 50.3800%                  | 86.1100%                   |
| 2025-11-07 | $150248304066.48          | $256039204090.60           | 50.8800%                  | 86.7000%                   |
| 2025-11-10 | $147778435230.05          | $252594781808.60           | 50.6400%                  | 86.5600%                   |
| 2025-11-11 | $147782082076.97          | $252598818782.96           | 50.6400%                  | 86.5600%                   |
| 2025-11-12 | $149182533358.77          | $254023660192.16           | 50.7000%                  | 86.3300%                   |
| 2025-11-13 | $145064272364.37          | $247959789325.20           | 50.3400%                  | 86.0400%                   |
| 2025-11-14 | $141327203663.53          | $242252391006.61           | 49.4900%                  | 84.8400%                   |
| 2025-11-17 | $144784470538.15          | $246223036266.44           | 50.1000%                  | 85.2000%                   |
| 2025-11-18 | $140772216016.81          | $242211229637.04           | 49.3400%                  | 84.9000%                   |
| 2025-11-19 | $139631639453.78          | $241075100965.91           | 49.0400%                  | 84.6600%                   |
| 2025-11-20 | $136830392025.82          | $239607301429.83           | 48.2900%                  | 84.5600%                   |
| 2025-11-21 | $136614482267.96          | $238989068788.96           | 48.4100%                  | 84.6800%                   |
| 2025-11-24 | $136901676387.14          | $242913548510.78           | 48.4600%                  | 85.9900%                   |
| 2025-11-25 | $139499750974.12          | $244605015200.89           | 49.0900%                  | 86.0700%                   |
| 2025-11-26 | $140406864253.36          | $244330749925.57           | 49.4500%                  | 86.0500%                   |
| 2025-11-28 | $136999039242.65          | $241352525020.52           | 48.8300%                  | 86.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1900%             |
| 2025-11-04 | 4.1700%             |
| 2025-11-05 | 4.1300%             |
| 2025-11-06 | 4.1100%             |
| 2025-11-07 | 4.1000%             |
| 2025-11-10 | 4.0500%             |
| 2025-11-11 | 4.0400%             |
| 2025-11-12 | 4.0400%             |
| 2025-11-13 | 4.0400%             |
| 2025-11-14 | 4.0500%             |
| 2025-11-17 | 4.0600%             |
| 2025-11-18 | 4.0600%             |
| 2025-11-19 | 4.0600%             |
| 2025-11-20 | 4.0500%             |
| 2025-11-21 | 4.0400%             |
| 2025-11-24 | 4.0300%             |
| 2025-11-25 | 4.0200%             |
| 2025-11-26 | 4.0300%             |
| 2025-11-28 | 4.0500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0002                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0002                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 1.0002                      |
|  |  |
| 2025-11-12 | 1.0002                      |
|  |  |
| 2025-11-13 | 1.0002                      |
|  |  |
| 2025-11-14 | 1.0002                      |
|  |  |
| 2025-11-17 | 1.0002                      |
|  |  |
| 2025-11-18 | 1.0002                      |
|  |  |
| 2025-11-19 | 1.0002                      |
|  |  |
| 2025-11-20 | 1.0002                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0002                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0002                      |
|  |  |
| 2025-11-28 | 1.0002                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $226909114784.71

- **Number of Shares Outstanding:** 226895325749.3270

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $13241343148.30           | $12317118898.34         |
| 2025-11-04 | $12382584465.08           | $6220853794.46          |
| 2025-11-05 | $8150529648.42            | $7276818638.13          |
| 2025-11-06 | $7122943407.80            | $11292221158.41         |
| 2025-11-07 | $5925605841.49            | $8259102561.61          |
| 2025-11-10 | $8481919875.60            | $6961319688.34          |
| 2025-11-12 | $8015359351.18            | $9346974661.83          |
| 2025-11-13 | $9105456316.07            | $11083495081.84         |
| 2025-11-14 | $7276058762.89            | $9846254341.58          |
| 2025-11-17 | $10749394517.95           | $8638618457.62          |
| 2025-11-18 | $6134554957.32            | $7421412557.29          |
| 2025-11-19 | $7630616576.32            | $7188676044.96          |
| 2025-11-20 | $7117507660.01            | $7752968464.31          |
| 2025-11-21 | $12092269376.18           | $10900144059.07         |
| 2025-11-24 | $5494026050.96            | $9593821451.79          |
| 2025-11-25 | $10162569238.31           | $8095173646.89          |
| 2025-11-26 | $8157995214.46            | $8517424207.64          |
| 2025-11-28 | $6145659701.47            | $7203523724.89          |

**Total Gross Subscriptions (Month):** $153386394109.81

**Total Gross Redemptions (Month):** $157915921439.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 12.7700%         | 0.0000%              |
| Broker-dealer                                       |  | 5.0100%          | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $13053820855.45

- **Number of Shares Outstanding:** 13053027588.0850

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $152994755.58             | $298781147.84           |
| 2025-11-04 | $156923924.07             | $129366753.08           |
| 2025-11-05 | $824751055.21             | $47446470.34            |
| 2025-11-06 | $159487013.52             | $109351691.74           |
| 2025-11-07 | $132951378.82             | $216860592.90           |
| 2025-11-10 | $130929569.12             | $577352455.73           |
| 2025-11-12 | $390747829.95             | $138178311.90           |
| 2025-11-13 | $149113129.48             | $74193888.56            |
| 2025-11-14 | $192458651.68             | $159627416.03           |
| 2025-11-17 | $156057996.85             | $251984910.50           |
| 2025-11-18 | $155924951.36             | $95051249.20            |
| 2025-11-19 | $101299120.99             | $82249014.28            |
| 2025-11-20 | $151533186.08             | $155904295.06           |
| 2025-11-21 | $165919625.88             | $76013926.47            |
| 2025-11-24 | $178399378.28             | $163955821.18           |
| 2025-11-25 | $718325325.47             | $485434735.18           |
| 2025-11-26 | $106355984.00             | $121433352.44           |
| 2025-11-28 | $274281960.15             | $95081693.91            |

**Total Gross Subscriptions (Month):** $4298454836.49

**Total Gross Redemptions (Month):** $3278267726.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7200%           |
| 2025-11-04 | 3.7000%           |
| 2025-11-05 | 3.6700%           |
| 2025-11-06 | 3.6400%           |
| 2025-11-07 | 3.6300%           |
| 2025-11-10 | 3.5800%           |
| 2025-11-11 | 3.5700%           |
| 2025-11-12 | 3.5700%           |
| 2025-11-13 | 3.5700%           |
| 2025-11-14 | 3.5800%           |
| 2025-11-17 | 3.5900%           |
| 2025-11-18 | 3.5900%           |
| 2025-11-19 | 3.5800%           |
| 2025-11-20 | 3.5800%           |
| 2025-11-21 | 3.5700%           |
| 2025-11-24 | 3.5600%           |
| 2025-11-25 | 3.5600%           |
| 2025-11-26 | 3.5600%           |
| 2025-11-28 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.9000%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.6100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.8100%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.9600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0900%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1446363922.29

- **Number of Shares Outstanding:** 1446276028.2310

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $37104083.97              | $29640170.86            |
| 2025-11-04 | $23144054.03              | $14540771.50            |
| 2025-11-05 | $16832115.96              | $43008948.09            |
| 2025-11-06 | $40513259.06              | $29553561.05            |
| 2025-11-07 | $12592008.83              | $24897532.82            |
| 2025-11-10 | $14895796.53              | $18507944.40            |
| 2025-11-12 | $31638447.72              | $37593892.94            |
| 2025-11-13 | $15296107.98              | $49576429.43            |
| 2025-11-14 | $79476937.67              | $86806340.87            |
| 2025-11-17 | $14953387.14              | $22915534.18            |
| 2025-11-18 | $27347429.03              | $17694469.32            |
| 2025-11-19 | $33084710.10              | $16629621.96            |
| 2025-11-20 | $23972308.99              | $27400997.46            |
| 2025-11-21 | $16737494.45              | $20650335.60            |
| 2025-11-24 | $23554356.09              | $26296752.99            |
| 2025-11-25 | $68066208.57              | $16755784.46            |
| 2025-11-26 | $24703789.79              | $11113299.57            |
| 2025-11-28 | $22295099.35              | $27708951.98            |

**Total Gross Subscriptions (Month):** $526207595.26

**Total Gross Redemptions (Month):** $521291339.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4700%           |
| 2025-11-04 | 3.4500%           |
| 2025-11-05 | 3.4200%           |
| 2025-11-06 | 3.3900%           |
| 2025-11-07 | 3.3800%           |
| 2025-11-10 | 3.3300%           |
| 2025-11-11 | 3.3200%           |
| 2025-11-12 | 3.3200%           |
| 2025-11-13 | 3.3200%           |
| 2025-11-14 | 3.3300%           |
| 2025-11-17 | 3.3400%           |
| 2025-11-18 | 3.3400%           |
| 2025-11-19 | 3.3300%           |
| 2025-11-20 | 3.3300%           |
| 2025-11-21 | 3.3200%           |
| 2025-11-24 | 3.3100%           |
| 2025-11-25 | 3.3100%           |
| 2025-11-26 | 3.3100%           |
| 2025-11-28 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.8100%          | 0.0000%              |
| Depository institution or other banking institution |  | 19.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.7200%         | 0.0000%              |
| Broker-dealer                                       |  | 16.8800%         | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2338278546.36

- **Number of Shares Outstanding:** 2338136451.5600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $11300939.17              | $39748585.60            |
| 2025-11-04 | $65726812.23              | $3658793.89             |
| 2025-11-05 | $21909683.30              | $27173800.63            |
| 2025-11-06 | $38043014.57              | $9547448.64             |
| 2025-11-07 | $22559095.09              | $2743774.16             |
| 2025-11-10 | $5163465.81               | $13762421.17            |
| 2025-11-12 | $6017974.09               | $98493708.19            |
| 2025-11-13 | $49266442.99              | $13663178.26            |
| 2025-11-14 | $3778316.85               | $25572255.67            |
| 2025-11-17 | $11634231.52              | $132208829.39           |
| 2025-11-18 | $39398428.38              | $14291038.61            |
| 2025-11-19 | $61836424.36              | $28013316.64            |
| 2025-11-20 | $127619153.62             | $51147682.79            |
| 2025-11-21 | $21328894.32              | $17444673.60            |
| 2025-11-24 | $6012496.61               | $42266778.34            |
| 2025-11-25 | $24797285.97              | $49567424.28            |
| 2025-11-26 | $80896141.77              | $24792793.96            |
| 2025-11-28 | $22779275.35              | $6520083.20             |

**Total Gross Subscriptions (Month):** $620068076.00

**Total Gross Redemptions (Month):** $600616587.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8700%           |
| 2025-11-04 | 3.8500%           |
| 2025-11-05 | 3.8200%           |
| 2025-11-06 | 3.7900%           |
| 2025-11-07 | 3.7800%           |
| 2025-11-10 | 3.7300%           |
| 2025-11-11 | 3.7200%           |
| 2025-11-12 | 3.7200%           |
| 2025-11-13 | 3.7200%           |
| 2025-11-14 | 3.7300%           |
| 2025-11-17 | 3.7400%           |
| 2025-11-18 | 3.7400%           |
| 2025-11-19 | 3.7300%           |
| 2025-11-20 | 3.7300%           |
| 2025-11-21 | 3.7200%           |
| 2025-11-24 | 3.7100%           |
| 2025-11-25 | 3.7100%           |
| 2025-11-26 | 3.7100%           |
| 2025-11-28 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3100%          | 0.0000%              |
| Non-financial corporation                           |  | 10.7800%         | 0.0000%              |
| Broker-dealer                                       |  | 9.0800%          | 0.0000%              |
| Depository institution or other banking institution |  | 44.9000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $962604101.82

- **Number of Shares Outstanding:** 962545605.3400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $29000038.49              | $1988553.80             |
| 2025-11-04 | $149322087.70             | $1278090.62             |
| 2025-11-05 | $1214582.33               | $125979063.39           |
| 2025-11-06 | $349150.71                | $56407613.06            |
| 2025-11-07 | $2196220.03               | $7429977.28             |
| 2025-11-10 | $5620675.08               | $3405686.14             |
| 2025-11-12 | $6789637.11               | $7107516.44             |
| 2025-11-13 | $5809153.81               | $6877540.82             |
| 2025-11-14 | $2777495.59               | $9496425.33             |
| 2025-11-17 | $7006211.78               | $6779098.21             |
| 2025-11-18 | $1741777.05               | $10772721.83            |
| 2025-11-19 | $4256854.64               | $6948667.44             |
| 2025-11-20 | $3805169.78               | $9385344.69             |
| 2025-11-21 | $4276758.71               | $8161200.35             |
| 2025-11-24 | $12968386.41              | $7701676.39             |
| 2025-11-25 | $8389047.63               | $3683638.53             |
| 2025-11-26 | $6855414.33               | $10242628.22            |
| 2025-11-28 | $4148706.11               | $10300000.00            |

**Total Gross Subscriptions (Month):** $256527367.29

**Total Gross Redemptions (Month):** $293945442.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9400%           |
| 2025-11-04 | 3.9200%           |
| 2025-11-05 | 3.8900%           |
| 2025-11-06 | 3.8600%           |
| 2025-11-07 | 3.8500%           |
| 2025-11-10 | 3.8000%           |
| 2025-11-11 | 3.7900%           |
| 2025-11-12 | 3.7900%           |
| 2025-11-13 | 3.7900%           |
| 2025-11-14 | 3.8000%           |
| 2025-11-17 | 3.8100%           |
| 2025-11-18 | 3.8100%           |
| 2025-11-19 | 3.8000%           |
| 2025-11-20 | 3.8000%           |
| 2025-11-21 | 3.7900%           |
| 2025-11-24 | 3.7800%           |
| 2025-11-25 | 3.7800%           |
| 2025-11-26 | 3.7800%           |
| 2025-11-28 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 6.6500%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 11.4800%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 13.8500%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.9600%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.1000%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.2300%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5082461783.90

- **Number of Shares Outstanding:** 5082152927.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $226969760.28             | $27743003.19            |
| 2025-11-04 | $26902024.80              | $78706831.36            |
| 2025-11-05 | $99989916.57              | $47155248.46            |
| 2025-11-06 | $13666498.96              | $156863939.91           |
| 2025-11-07 | $17109151.09              | $21050821.10            |
| 2025-11-10 | $65797094.60              | $33011942.33            |
| 2025-11-12 | $40758865.54              | $23142197.44            |
| 2025-11-13 | $38252884.44              | $54852727.64            |
| 2025-11-14 | $34336959.40              | $63623176.10            |
| 2025-11-17 | $696344509.16             | $7990247.56             |
| 2025-11-18 | $131065239.32             | $39633304.38            |
| 2025-11-19 | $40695463.79              | $33903980.71            |
| 2025-11-20 | $45441112.69              | $36854302.68            |
| 2025-11-21 | $285355158.27             | $31401162.20            |
| 2025-11-24 | $32191794.90              | $41651113.17            |
| 2025-11-25 | $47561614.77              | $49472959.45            |
| 2025-11-26 | $54894422.72              | $116021563.21           |
| 2025-11-28 | $33013122.28              | $37131986.27            |

**Total Gross Subscriptions (Month):** $1930345593.58

**Total Gross Redemptions (Month):** $900210507.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8200%           |
| 2025-11-04 | 3.8000%           |
| 2025-11-05 | 3.7700%           |
| 2025-11-06 | 3.7400%           |
| 2025-11-07 | 3.7300%           |
| 2025-11-10 | 3.6800%           |
| 2025-11-11 | 3.6700%           |
| 2025-11-12 | 3.6700%           |
| 2025-11-13 | 3.6700%           |
| 2025-11-14 | 3.6800%           |
| 2025-11-17 | 3.6900%           |
| 2025-11-18 | 3.6900%           |
| 2025-11-19 | 3.6800%           |
| 2025-11-20 | 3.6800%           |
| 2025-11-21 | 3.6700%           |
| 2025-11-24 | 3.6600%           |
| 2025-11-25 | 3.6600%           |
| 2025-11-26 | 3.6600%           |
| 2025-11-28 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3200%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 21.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 32.1600%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.4500%          | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $817281616.12

- **Number of Shares Outstanding:** 817231950.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $25344774.44              | $16459300.73            |
| 2025-11-04 | $10823723.41              | $21385819.64            |
| 2025-11-05 | $38068794.50              | $8555050.27             |
| 2025-11-06 | $4989752.96               | $24232417.10            |
| 2025-11-07 | $19737746.82              | $23355077.02            |
| 2025-11-10 | $5824969.73               | $47607910.03            |
| 2025-11-12 | $6745910.93               | $17528981.64            |
| 2025-11-13 | $13455815.92              | $8605831.93             |
| 2025-11-14 | $26320518.44              | $8938775.20             |
| 2025-11-17 | $11904186.76              | $22220515.97            |
| 2025-11-18 | $28103787.73              | $6263768.82             |
| 2025-11-19 | $9162115.55               | $4835388.41             |
| 2025-11-20 | $4056958.81               | $18835883.61            |
| 2025-11-21 | $30218267.93              | $12997029.43            |
| 2025-11-24 | $13808810.64              | $13393621.49            |
| 2025-11-25 | $7225163.98               | $20848293.17            |
| 2025-11-26 | $3976977.04               | $30527477.40            |
| 2025-11-28 | $23853002.58              | $7940317.30             |

**Total Gross Subscriptions (Month):** $283621278.17

**Total Gross Redemptions (Month):** $314531459.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1700%           |
| 2025-11-04 | 3.1500%           |
| 2025-11-05 | 3.1200%           |
| 2025-11-06 | 3.0900%           |
| 2025-11-07 | 3.0800%           |
| 2025-11-10 | 3.0300%           |
| 2025-11-11 | 3.0200%           |
| 2025-11-12 | 3.0200%           |
| 2025-11-13 | 3.0200%           |
| 2025-11-14 | 3.0300%           |
| 2025-11-17 | 3.0400%           |
| 2025-11-18 | 3.0400%           |
| 2025-11-19 | 3.0300%           |
| 2025-11-20 | 3.0300%           |
| 2025-11-21 | 3.0200%           |
| 2025-11-24 | 3.0100%           |
| 2025-11-25 | 3.0100%           |
| 2025-11-26 | 3.0100%           |
| 2025-11-28 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 74.0400%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $119830320.40

- **Number of Shares Outstanding:** 119823038.4360

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2167181.53               | $2713432.89             |
| 2025-11-04 | $1174185.85               | $1450146.69             |
| 2025-11-05 | $991120.94                | $1156658.75             |
| 2025-11-06 | $1882763.74               | $1681742.31             |
| 2025-11-07 | $1273354.39               | $1763498.50             |
| 2025-11-10 | $5263022.19               | $366092.73              |
| 2025-11-12 | $3202599.64               | $1178232.44             |
| 2025-11-13 | $4042852.85               | $353727.23              |
| 2025-11-14 | $4420830.18               | $5906851.04             |
| 2025-11-17 | $1817526.32               | $1464819.63             |
| 2025-11-18 | $1380716.34               | $1829155.35             |
| 2025-11-19 | $2107558.32               | $439086.42              |
| 2025-11-20 | $2478977.90               | $2671836.38             |
| 2025-11-21 | $1891512.89               | $971697.69              |
| 2025-11-24 | $1705779.33               | $1468998.39             |
| 2025-11-25 | $1563391.44               | $1132198.67             |
| 2025-11-26 | $1213593.74               | $2318138.32             |
| 2025-11-28 | $1506141.19               | $1588648.14             |

**Total Gross Subscriptions (Month):** $40083108.78

**Total Gross Redemptions (Month):** $30454961.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6200%           |
| 2025-11-04 | 3.6000%           |
| 2025-11-05 | 3.5700%           |
| 2025-11-06 | 3.5400%           |
| 2025-11-07 | 3.5300%           |
| 2025-11-10 | 3.4800%           |
| 2025-11-11 | 3.4700%           |
| 2025-11-12 | 3.4700%           |
| 2025-11-13 | 3.4700%           |
| 2025-11-14 | 3.4800%           |
| 2025-11-17 | 3.4900%           |
| 2025-11-18 | 3.4900%           |
| 2025-11-19 | 3.4800%           |
| 2025-11-20 | 3.4800%           |
| 2025-11-21 | 3.4700%           |
| 2025-11-24 | 3.4600%           |
| 2025-11-25 | 3.4600%           |
| 2025-11-26 | 3.4600%           |
| 2025-11-28 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 46.8900%         | 0.0000%              |
| Non-financial corporation                           |  | 5.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.4100%         | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9537681.54

- **Number of Shares Outstanding:** 9537101.9400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $29786.92                 | $1586.88                |
| 2025-11-04 | $0.00                     | $4570.88                |
| 2025-11-05 | $0.00                     | $2080.29                |
| 2025-11-06 | $308.73                   | $629.50                 |
| 2025-11-07 | $0.00                     | $248.82                 |
| 2025-11-10 | $1153.24                  | $2396.08                |
| 2025-11-12 | $859.31                   | $146.55                 |
| 2025-11-13 | $78.45                    | $2092.99                |
| 2025-11-14 | $0.00                     | $66550.55               |
| 2025-11-17 | $129.27                   | $125.63                 |
| 2025-11-18 | $0.00                     | $157.37                 |
| 2025-11-19 | $94.48                    | $145.68                 |
| 2025-11-20 | $943.29                   | $145.69                 |
| 2025-11-21 | $80.48                    | $50.29                  |
| 2025-11-24 | $0.00                     | $190080.37              |
| 2025-11-25 | $324.79                   | $15672.71               |
| 2025-11-26 | $553781.99                | $0.00                   |
| 2025-11-28 | $0.00                     | $81182.11               |

**Total Gross Subscriptions (Month):** $587540.95

**Total Gross Redemptions (Month):** $367862.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.3200%           |
| 2025-11-04 | 3.3000%           |
| 2025-11-05 | 3.2700%           |
| 2025-11-06 | 3.2400%           |
| 2025-11-07 | 3.2300%           |
| 2025-11-10 | 3.1800%           |
| 2025-11-11 | 3.1700%           |
| 2025-11-12 | 3.1700%           |
| 2025-11-13 | 3.1700%           |
| 2025-11-14 | 3.1800%           |
| 2025-11-17 | 3.1900%           |
| 2025-11-18 | 3.1900%           |
| 2025-11-19 | 3.1800%           |
| 2025-11-20 | 3.1800%           |
| 2025-11-21 | 3.1700%           |
| 2025-11-24 | 3.1600%           |
| 2025-11-25 | 3.1600%           |
| 2025-11-26 | 3.1600%           |
| 2025-11-28 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 99.9800%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6033911315.33

- **Number of Shares Outstanding:** 6033544640.7080

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $46581918.26              | $15378748.72            |
| 2025-11-04 | $22352856.42              | $13659483.06            |
| 2025-11-05 | $24908613.56              | $19104596.26            |
| 2025-11-06 | $16308840.57              | $19285818.05            |
| 2025-11-07 | $36739646.46              | $20297273.71            |
| 2025-11-10 | $27871055.40              | $19256596.49            |
| 2025-11-12 | $63258862.65              | $38865281.68            |
| 2025-11-13 | $21112389.83              | $16472217.50            |
| 2025-11-14 | $30141712.38              | $14622526.27            |
| 2025-11-17 | $32667638.42              | $19040420.43            |
| 2025-11-18 | $23165408.22              | $23554188.22            |
| 2025-11-19 | $29343739.46              | $21582125.37            |
| 2025-11-20 | $33449041.40              | $18350767.97            |
| 2025-11-21 | $44068011.60              | $20498168.85            |
| 2025-11-24 | $36059034.85              | $28810960.95            |
| 2025-11-25 | $36791562.17              | $22307208.35            |
| 2025-11-26 | $23111683.68              | $44244832.59            |
| 2025-11-28 | $35129199.53              | $12814099.00            |

**Total Gross Subscriptions (Month):** $583061214.86

**Total Gross Redemptions (Month):** $388145313.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7200%           |
| 2025-11-04 | 3.7000%           |
| 2025-11-05 | 3.6700%           |
| 2025-11-06 | 3.6400%           |
| 2025-11-07 | 3.6300%           |
| 2025-11-10 | 3.5800%           |
| 2025-11-11 | 3.5700%           |
| 2025-11-12 | 3.5700%           |
| 2025-11-13 | 3.5700%           |
| 2025-11-14 | 3.5800%           |
| 2025-11-17 | 3.5900%           |
| 2025-11-18 | 3.5900%           |
| 2025-11-19 | 3.5800%           |
| 2025-11-20 | 3.5800%           |
| 2025-11-21 | 3.5700%           |
| 2025-11-24 | 3.5600%           |
| 2025-11-25 | 3.5600%           |
| 2025-11-26 | 3.5600%           |
| 2025-11-28 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.8600%         | 0.0000%              |
| Broker-dealer |  | 73.6700%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5268286.83

- **Number of Shares Outstanding:** 5267966.6880

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $12397.60                 | $682.74                 |
| 2025-11-04 | $1215.86                  | $0.00                   |
| 2025-11-05 | $2905.89                  | $0.00                   |
| 2025-11-06 | $0.00                     | $944.12                 |
| 2025-11-07 | $282.40                   | $0.00                   |
| 2025-11-10 | $576.52                   | $0.00                   |
| 2025-11-12 | $4371.31                  | $11781.09               |
| 2025-11-13 | $3630.67                  | $56072.45               |
| 2025-11-14 | $1633.19                  | $0.00                   |
| 2025-11-17 | $768087.28                | $1065.09                |
| 2025-11-18 | $112677.60                | $0.00                   |
| 2025-11-19 | $2918.31                  | $0.00                   |
| 2025-11-20 | $1963.51                  | $0.00                   |
| 2025-11-21 | $1423.50                  | $5535.00                |
| 2025-11-24 | $0.00                     | $146596.18              |
| 2025-11-25 | $4605.02                  | $825.00                 |
| 2025-11-26 | $3950.34                  | $260.79                 |
| 2025-11-28 | $338.16                   | $0.00                   |

**Total Gross Subscriptions (Month):** $922977.16

**Total Gross Redemptions (Month):** $223762.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 2.9700%           |
| 2025-11-04 | 2.9500%           |
| 2025-11-05 | 2.9200%           |
| 2025-11-06 | 2.8900%           |
| 2025-11-07 | 2.8800%           |
| 2025-11-10 | 2.8300%           |
| 2025-11-11 | 2.8200%           |
| 2025-11-12 | 2.8200%           |
| 2025-11-13 | 2.8200%           |
| 2025-11-14 | 2.8300%           |
| 2025-11-17 | 2.8400%           |
| 2025-11-18 | 2.8400%           |
| 2025-11-19 | 2.8300%           |
| 2025-11-20 | 2.8300%           |
| 2025-11-21 | 2.8200%           |
| 2025-11-24 | 2.8100%           |
| 2025-11-25 | 2.8100%           |
| 2025-11-26 | 2.8100%           |
| 2025-11-28 | 2.8300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 61.1400%         | 0.0000%              |
| Broker-dealer   |  | 26.0100%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $525558557.53

- **Number of Shares Outstanding:** 525526619.8660

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $3476833.35               | $1693792.10             |
| 2025-11-04 | $2767554.25               | $606687.05              |
| 2025-11-05 | $198725.07                | $8493745.90             |
| 2025-11-06 | $35852936.86              | $1522249.94             |
| 2025-11-07 | $683252.61                | $3342860.16             |
| 2025-11-10 | $2804557.64               | $11030586.28            |
| 2025-11-12 | $23053465.62              | $2188441.57             |
| 2025-11-13 | $2163053.71               | $11537137.37            |
| 2025-11-14 | $1549148.18               | $6182743.63             |
| 2025-11-17 | $1996594.99               | $9866391.80             |
| 2025-11-18 | $100023.14                | $3651615.64             |
| 2025-11-19 | $6877055.05               | $1229362.34             |
| 2025-11-20 | $2042826.20               | $766598.49              |
| 2025-11-21 | $2627547.99               | $2129044.55             |
| 2025-11-24 | $2237234.78               | $1656196.72             |
| 2025-11-25 | $3490908.96               | $1111022.65             |
| 2025-11-26 | $2969417.90               | $17832997.34            |
| 2025-11-28 | $7119939.86               | $15673013.39            |

**Total Gross Subscriptions (Month):** $102011076.16

**Total Gross Redemptions (Month):** $100514486.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 13.1200%         | 0.0000%              |
| Broker-dealer                 |  | 5.1600%          | 0.0000%              |
| Registered investment company |  | 6.1100%          | 0.0000%              |
| Retail investor               |  | 10.2000%         | 0.0000%              |
| Registered investment company |  | 37.8300%         | 0.0000%              |
| Pension plan                  |  | 15.4400%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12271526476.80

- **Number of Shares Outstanding:** 12270780748.6500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $3957875949.43            | $901538945.58           |
| 2025-11-04 | $970149878.69             | $214901054.19           |
| 2025-11-05 | $131142000.00             | $151221158.91           |
| 2025-11-06 | $99827994.78              | $188473973.91           |
| 2025-11-07 | $221103341.00             | $118889152.50           |
| 2025-11-10 | $255396457.27             | $593916000.00           |
| 2025-11-12 | $393607677.50             | $358737242.37           |
| 2025-11-13 | $83889603.78              | $899259530.71           |
| 2025-11-14 | $523115000.00             | $172964007.39           |
| 2025-11-17 | $2452800004.00            | $432950237.43           |
| 2025-11-18 | $890721870.81             | $1322830000.00          |
| 2025-11-19 | $175797000.00             | $3022129447.10          |
| 2025-11-20 | $228578529.17             | $332581403.07           |
| 2025-11-21 | $750720465.00             | $175331130.39           |
| 2025-11-24 | $1557667916.00            | $194945024.53           |
| 2025-11-25 | $211028772.14             | $363669623.23           |
| 2025-11-26 | $369404726.50             | $399065483.00           |
| 2025-11-28 | $513987015.00             | $1103886373.00          |

**Total Gross Subscriptions (Month):** $13786814201.07

**Total Gross Redemptions (Month):** $10947289787.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 9.1400%          | 0.0000%              |
| Broker-dealer             |  | 66.4200%         | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $3762796591.13

- **Number of Shares Outstanding:** 3762567929.8300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $50060127.64              | $25463396.29            |
| 2025-11-04 | $281169.71                | $0.00                   |
| 2025-11-05 | $14000000.00              | $50000000.00            |
| 2025-11-06 | $365000000.00             | $426544206.98           |
| 2025-11-07 | $71402193.08              | $1527497819.84          |
| 2025-11-10 | $11000000.00              | $0.00                   |
| 2025-11-12 | $45000000.00              | $76500000.00            |
| 2025-11-13 | $0.00                     | $125139206.11           |
| 2025-11-14 | $123000000.00             | $138000000.00           |
| 2025-11-17 | $0.00                     | $2046560250.00          |
| 2025-11-18 | $125000000.00             | $16640000.00            |
| 2025-11-19 | $48000000.00              | $747701114.08           |
| 2025-11-21 | $0.00                     | $132000000.00           |
| 2025-11-24 | $9200000.00               | $57300362.06            |
| 2025-11-25 | $56000000.00              | $61422014.59            |
| 2025-11-26 | $59500000.00              | $81000000.00            |

**Total Gross Subscriptions (Month):** $977443490.43

**Total Gross Redemptions (Month):** $5511768369.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 7.2500%          | 0.0000%              |
| Non-financial corporation |  | 12.8300%         | 0.0000%              |
| Non-financial corporation |  | 21.7900%         | 0.0000%              |
| Non-financial corporation |  | 8.7000%          | 0.0000%              |
| Non-financial corporation |  | 15.7400%         | 0.0000%              |
| Non-financial corporation |  | 8.2300%          | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4735656265.62

- **Number of Shares Outstanding:** 4735368484.6200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $200213637.00             | $0.00                   |
| 2025-11-04 | $112753065.97             | $105600000.01           |
| 2025-11-05 | $15298121.63              | $223700000.00           |
| 2025-11-06 | $7000000.00               | $198699905.44           |
| 2025-11-07 | $161100000.00             | $535814997.59           |
| 2025-11-10 | $18917100.95              | $42850000.00            |
| 2025-11-12 | $141813995.93             | $326093400.00           |
| 2025-11-13 | $122253717.25             | $2000000.00             |
| 2025-11-14 | $93600000.00              | $565901351.53           |
| 2025-11-17 | $367615380.21             | $230500000.00           |
| 2025-11-18 | $429162319.95             | $135900000.00           |
| 2025-11-19 | $81100000.00              | $121248878.41           |
| 2025-11-20 | $106454268.73             | $255250000.00           |
| 2025-11-21 | $281400000.00             | $313148619.18           |
| 2025-11-24 | $57767841.54              | $357500000.00           |
| 2025-11-25 | $62788165.66              | $294975000.00           |
| 2025-11-26 | $70444799.65              | $528292000.00           |
| 2025-11-28 | $1283907671.58            | $0.00                   |

**Total Gross Subscriptions (Month):** $3613590086.05

**Total Gross Redemptions (Month):** $4237474152.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 6.5300%          | 0.0000%              |
| Non-financial corporation                           |  | 25.7300%         | 0.0000%              |
| Non-financial corporation                           |  | 16.7800%         | 0.0000%              |
| Non-financial corporation                           |  | 11.5100%         | 0.0000%              |
| Insurance company                                   |  | 6.7800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9700%          | 0.0000%              |
| Non-financial corporation                           |  | 17.3100%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $102857834.80

- **Number of Shares Outstanding:** 102851584.2290

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $333171.86                | $134960.86              |
| 2025-11-04 | $972510.99                | $261597.26              |
| 2025-11-05 | $4691805.20               | $557089.45              |
| 2025-11-06 | $864082.86                | $96533.98               |
| 2025-11-07 | $1523516.21               | $136646.93              |
| 2025-11-10 | $618220.17                | $38583.79               |
| 2025-11-12 | $301979.77                | $7483023.25             |
| 2025-11-13 | $189108.58                | $1568068.19             |
| 2025-11-14 | $157730.83                | $112245.34              |
| 2025-11-17 | $421600.00                | $47077.18               |
| 2025-11-18 | $13044513.09              | $196054.60              |
| 2025-11-19 | $345700.00                | $7181032.86             |
| 2025-11-20 | $82766.13                 | $271192.69              |
| 2025-11-21 | $20900.00                 | $359982.20              |
| 2025-11-24 | $0.00                     | $455137.08              |
| 2025-11-25 | $15349048.61              | $134501.81              |
| 2025-11-26 | $62623.96                 | $307185.14              |
| 2025-11-28 | $305930.42                | $7842267.57             |

**Total Gross Subscriptions (Month):** $39285208.68

**Total Gross Redemptions (Month):** $27183180.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8300%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8100%           |
| 2025-11-28 | 3.8300%           |

**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 4.190000%
- **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):** $376058834.56
- **C.18.a - Value (excl. sponsor support):** $376058834.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.190000%
- **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):** $494076784.99
- **C.18.a - Value (excl. sponsor support):** $494076784.99
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.190000%
- **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):** $221036002.41
- **C.18.a - Value (excl. sponsor support):** $221036002.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48047216.09
- **C.18.a - Value (excl. sponsor support):** $48047216.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.185000%
- **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):** $352465031.91
- **C.18.a - Value (excl. sponsor support):** $352465031.91
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.160002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48072354.91
- **C.18.a - Value (excl. sponsor support):** $48072354.91
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240362942.51
- **C.18.a - Value (excl. sponsor support):** $240362942.51
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240262897.35
- **C.18.a - Value (excl. sponsor support):** $240262897.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.140000%
- **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):** $480409815.60
- **C.18.a - Value (excl. sponsor support):** $480409815.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.135000%
- **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):** $288107057.65
- **C.18.a - Value (excl. sponsor support):** $288107057.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.150001%
- **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):** $288120018.44
- **C.18.a - Value (excl. sponsor support):** $288120018.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.164998%
- **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):** $144572095.81
- **C.18.a - Value (excl. sponsor support):** $144572095.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.145000%
- **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):** $287060682.39
- **C.18.a - Value (excl. sponsor support):** $287060682.39
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.180000%
- **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):** $143392890.14
- **C.18.a - Value (excl. sponsor support):** $143392890.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.174999%
- **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):** $57413330.24
- **C.18.a - Value (excl. sponsor support):** $57413330.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.174999%
- **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):** $669821717.29
- **C.18.a - Value (excl. sponsor support):** $669821717.29
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JH6, C.4 - ISIN: US3130B8JH66, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1484991639.45
- **C.18.a - Value (excl. sponsor support):** $1484991639.45
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.055000%
- **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):** $960352522.28
- **C.18.a - Value (excl. sponsor support):** $960352522.28
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.055000%
- **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):** $960351994.09
- **C.18.a - Value (excl. sponsor support):** $960351994.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.060001%
- **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):** $240059380.65
- **C.18.a - Value (excl. sponsor support):** $240059380.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL 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: 313313SB5, C.4 - ISIN: US313313SB55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237394112.25
- **C.18.a - Value (excl. sponsor support):** $237394112.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 22: 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: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237346042.07
- **C.18.a - Value (excl. sponsor support):** $237346042.07
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SG4, C.4 - ISIN: US313313SG43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189818553.96
- **C.18.a - Value (excl. sponsor support):** $189818553.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 24: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SJ8, C.4 - ISIN: US313313SJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $118612933.90
- **C.18.a - Value (excl. sponsor support):** $118612933.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SK5, C.4 - ISIN: US313313SK54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $366055337.63
- **C.18.a - Value (excl. sponsor support):** $366055337.63
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RD0, C.4 - ISIN: US313385RD08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $94912549.67
- **C.18.a - Value (excl. sponsor support):** $94912549.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 27: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $284707488.64
- **C.18.a - Value (excl. sponsor support):** $284707488.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 28: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $521782572.60
- **C.18.a - Value (excl. sponsor support):** $521782572.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1138175169.58
- **C.18.a - Value (excl. sponsor support):** $1138175169.58
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $523151442.60
- **C.18.a - Value (excl. sponsor support):** $523151442.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $12737196.87
- **C.18.a - Value (excl. sponsor support):** $12737196.87
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $516077512.40
- **C.18.a - Value (excl. sponsor support):** $516077512.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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: 313385SA5, C.4 - ISIN: US313385SA59, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $316061191.26
- **C.18.a - Value (excl. sponsor support):** $316061191.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $94196008.94
- **C.18.a - Value (excl. sponsor support):** $94196008.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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? Yes, 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: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2541463507.49
- **C.18.a - Value (excl. sponsor support):** $2541463507.49
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $460952167.29
- **C.18.a - Value (excl. sponsor support):** $460952167.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1621386991.87
- **C.18.a - Value (excl. sponsor support):** $1621386991.87
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $883173598.88
- **C.18.a - Value (excl. sponsor support):** $883173598.88
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $528595755.81
- **C.18.a - Value (excl. sponsor support):** $528595755.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $251011515.01
- **C.18.a - Value (excl. sponsor support):** $251011515.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $171598554.47
- **C.18.a - Value (excl. sponsor support):** $171598554.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $214432550.40
- **C.18.a - Value (excl. sponsor support):** $214432550.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XY7, C.4 - ISIN: US313385XY70, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $104900260.74
- **C.18.a - Value (excl. sponsor support):** $104900260.74
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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: 313397SA0, C.4 - ISIN: US313397SA06, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266836304.65
- **C.18.a - Value (excl. sponsor support):** $266836304.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 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: 313397SB8, C.4 - ISIN: US313397SB88, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $32823546.19
- **C.18.a - Value (excl. sponsor support):** $32823546.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: 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: 313397SC6, C.4 - ISIN: US313397SC61, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $733827292.06
- **C.18.a - Value (excl. sponsor support):** $733827292.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: 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: 313397SK8, C.4 - ISIN: US313397SK87, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $782156274.77
- **C.18.a - Value (excl. sponsor support):** $782156274.77
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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: 313397SL6, C.4 - ISIN: US313397SL60, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $328621001.34
- **C.18.a - Value (excl. sponsor support):** $328621001.34
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.975001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112930070.98
- **C.18.a - Value (excl. sponsor support):** $112930070.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88759708.26
- **C.18.a - Value (excl. sponsor support):** $88759708.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80476499.13
- **C.18.a - Value (excl. sponsor support):** $80476499.13
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418326122.06
- **C.18.a - Value (excl. sponsor support):** $418326122.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.124999%
- **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):** $134484484.57
- **C.18.a - Value (excl. sponsor support):** $134484484.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.145000%
- **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):** $312192364.62
- **C.18.a - Value (excl. sponsor support):** $312192364.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.140000%
- **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):** $76847232.76
- **C.18.a - Value (excl. sponsor support):** $76847232.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.135000%
- **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):** $465827666.27
- **C.18.a - Value (excl. sponsor support):** $465827666.27
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.119998%
- **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):** $168335622.58
- **C.18.a - Value (excl. sponsor support):** $168335622.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.129999%
- **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):** $212231864.76
- **C.18.a - Value (excl. sponsor support):** $212231864.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.970001%
- **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):** $338973250.08
- **C.18.a - Value (excl. sponsor support):** $338973250.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $540393666.48
- **C.18.a - Value (excl. sponsor support):** $540393666.48
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.965000%
- **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):** $142393856.86
- **C.18.a - Value (excl. sponsor support):** $142393856.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **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):** $120619488.15
- **C.18.a - Value (excl. sponsor support):** $120619488.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **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):** $38102230.83
- **C.18.a - Value (excl. sponsor support):** $38102230.83
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.960000%
- **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):** $99045433.84
- **C.18.a - Value (excl. sponsor support):** $99045433.84
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.939998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142057228.32
- **C.18.a - Value (excl. sponsor support):** $142057228.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJT9, C.4 - ISIN: US3133ERJT96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189830208.38
- **C.18.a - Value (excl. sponsor support):** $189830208.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.185000%
- **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):** $154064306.89
- **C.18.a - Value (excl. sponsor support):** $154064306.89
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.169999%
- **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):** $123353928.99
- **C.18.a - Value (excl. sponsor support):** $123353928.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.930001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMN8, C.4 - ISIN: US3133ERMN89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188882469.01
- **C.18.a - Value (excl. sponsor support):** $188882469.01
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **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):** $245624372.67
- **C.18.a - Value (excl. sponsor support):** $245624372.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **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):** $45544341.91
- **C.18.a - Value (excl. sponsor support):** $45544341.91
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.185000%
- **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):** $207290719.00
- **C.18.a - Value (excl. sponsor support):** $207290719.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **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):** $142104210.17
- **C.18.a - Value (excl. sponsor support):** $142104210.17
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **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):** $155113274.08
- **C.18.a - Value (excl. sponsor support):** $155113274.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **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):** $91927059.54
- **C.18.a - Value (excl. sponsor support):** $91927059.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $133319896.25
- **C.18.a - Value (excl. sponsor support):** $133319896.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.160002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTA9, C.4 - ISIN: US3133ERTA95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89363771.83
- **C.18.a - Value (excl. sponsor support):** $89363771.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $132259599.02
- **C.18.a - Value (excl. sponsor support):** $132259599.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $266624047.74
- **C.18.a - Value (excl. sponsor support):** $266624047.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.145000%
- **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):** $351747934.48
- **C.18.a - Value (excl. sponsor support):** $351747934.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.190000%
- **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):** $340891572.50
- **C.18.a - Value (excl. sponsor support):** $340891572.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **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):** $33659686.33
- **C.18.a - Value (excl. sponsor support):** $33659686.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **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):** $158523604.03
- **C.18.a - Value (excl. sponsor support):** $158523604.03
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.174999%
- **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):** $321092398.17
- **C.18.a - Value (excl. sponsor support):** $321092398.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.164998%
- **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):** $1007510889.69
- **C.18.a - Value (excl. sponsor support):** $1007510889.69
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 86: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **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):** $325527096.56
- **C.18.a - Value (excl. sponsor support):** $325527096.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.155001%
- **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):** $479980190.40
- **C.18.a - Value (excl. sponsor support):** $479980190.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.150001%
- **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):** $81282028.37
- **C.18.a - Value (excl. sponsor support):** $81282028.37
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.180000%
- **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):** $310489544.31
- **C.18.a - Value (excl. sponsor support):** $310489544.31
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 3.980390%
- **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):** $182338117.94
- **C.18.a - Value (excl. sponsor support):** $182338117.94
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.140000%
- **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):** $80000039.20
- **C.18.a - Value (excl. sponsor support):** $80000039.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 92: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.150001%
- **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):** $170000256.70
- **C.18.a - Value (excl. sponsor support):** $170000256.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 93: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.055000%
- **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):** $38413870.16
- **C.18.a - Value (excl. sponsor support):** $38413870.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.084999%
- **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):** $76827880.92
- **C.18.a - Value (excl. sponsor support):** $76827880.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 95: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.124999%
- **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):** $76828000.00
- **C.18.a - Value (excl. sponsor support):** $76828000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.240001%
- **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:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 97: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $405076054.31
- **C.18.a - Value (excl. sponsor support):** $405076054.31
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 98: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $229840257.71
- **C.18.a - Value (excl. sponsor support):** $229840257.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 99: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $157764241.07
- **C.18.a - Value (excl. sponsor support):** $157764241.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 100: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.145000%
- **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):** $725785270.73
- **C.18.a - Value (excl. sponsor support):** $725785270.73
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 101: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.650001%
- **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):** $1062626365.72
- **C.18.a - Value (excl. sponsor support):** $1062626365.72
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 102: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $1059192098.20
- **C.18.a - Value (excl. sponsor support):** $1059192098.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 103: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.190000%
- **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):** $1949921200.50
- **C.18.a - Value (excl. sponsor support):** $1949921200.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 104: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.129999%
- **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):** $996157552.64
- **C.18.a - Value (excl. sponsor support):** $996157552.64
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.169999%
- **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):** $125274132.03
- **C.18.a - Value (excl. sponsor support):** $125274132.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.185000%
- **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):** $988204015.90
- **C.18.a - Value (excl. sponsor support):** $988204015.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.190000%
- **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):** $863641876.66
- **C.18.a - Value (excl. sponsor support):** $863641876.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 108: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918624, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918624779156QPR
- **C.18 - Value (incl. sponsor support):** $33350000.00
- **C.18.a - Value (excl. sponsor support):** $33350000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $33350000.00       | $34017000.00       | U.S. Treasuries (including strips) |

### Security 109: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918626, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918626779156RPR
- **C.18 - Value (incl. sponsor support):** $42031250.00
- **C.18.a - Value (excl. sponsor support):** $42031250.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $42031250.00       | $42871875.00       | U.S. Treasuries (including strips) |

### Security 110: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918628, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009186287791564PR
- **C.18 - Value (incl. sponsor support):** $4567500.00
- **C.18.a - Value (excl. sponsor support):** $4567500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4567500.00        | $4658850.00        | U.S. Treasuries (including strips) |

### Security 111: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918630, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009186307791563PR
- **C.18 - Value (incl. sponsor support):** $4331250.00
- **C.18.a - Value (excl. sponsor support):** $4331250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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      | 0.0000%  | 0.0000% | $4331250.00        | $4417875.00        | U.S. Treasuries (including strips) |

### Security 112: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918632, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918632779156IPR
- **C.18 - Value (incl. sponsor support):** $18438750.00
- **C.18.a - Value (excl. sponsor support):** $18438750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $18438750.00       | $18807525.00       | U.S. Treasuries (including strips) |

### Security 113: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918634, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009186347791561PR
- **C.18 - Value (incl. sponsor support):** $4194000.00
- **C.18.a - Value (excl. sponsor support):** $4194000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4194000.00        | $4277880.00        | U.S. Treasuries (including strips) |

### Security 114: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918638, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918638779156OPR
- **C.18 - Value (incl. sponsor support):** $30250000.00
- **C.18.a - Value (excl. sponsor support):** $30250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $30250000.00       | $30855000.00       | U.S. Treasuries (including strips) |

### Security 115: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918640, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918640779156BPR
- **C.18 - Value (incl. sponsor support):** $5461250.00
- **C.18.a - Value (excl. sponsor support):** $5461250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $5461250.00        | $5570475.00        | U.S. Treasuries (including strips) |

### Security 116: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918642, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918642779156VPR
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $85000000.00       | $86700000.00       | U.S. Treasuries (including strips) |

### Security 117: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918690, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009186907791566PR
- **C.18 - Value (incl. sponsor support):** $4623750.00
- **C.18.a - Value (excl. sponsor support):** $4623750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4623750.00        | $4716225.00        | U.S. Treasuries (including strips) |

### Security 118: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918692, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918692779156HPR
- **C.18 - Value (incl. sponsor support):** $15912500.00
- **C.18.a - Value (excl. sponsor support):** $15912500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $15912500.00       | $16230750.00       | U.S. Treasuries (including strips) |

### Security 119: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918694, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918694779156PPR
- **C.18 - Value (incl. sponsor support):** $32750000.00
- **C.18.a - Value (excl. sponsor support):** $32750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $32750000.00       | $33405000.00       | U.S. Treasuries (including strips) |

### Security 120: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918696, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918696779156MPR
- **C.18 - Value (incl. sponsor support):** $26400000.00
- **C.18.a - Value (excl. sponsor support):** $26400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $26400000.00       | $26928000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918700, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918700779156CPR
- **C.18 - Value (incl. sponsor support):** $5837500.00
- **C.18.a - Value (excl. sponsor support):** $5837500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $5837500.00        | $5954250.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918733, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918733779156FPR
- **C.18 - Value (incl. sponsor support):** $14750000.00
- **C.18.a - Value (excl. sponsor support):** $14750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2050-08-15      | 0.0000%  | 0.0000% | $14750000.00       | $15045000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918735, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918735779156SPR
- **C.18 - Value (incl. sponsor support):** $42500000.00
- **C.18.a - Value (excl. sponsor support):** $42500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $42500000.00       | $43350000.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918739, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918739779156TPR
- **C.18 - Value (incl. sponsor support):** $44062500.00
- **C.18.a - Value (excl. sponsor support):** $44062500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $44062500.00       | $44943750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918741, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918741779156APR
- **C.18 - Value (incl. sponsor support):** $5086250.00
- **C.18.a - Value (excl. sponsor support):** $5086250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $5086250.00        | $5187975.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918743, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918743779156KPR
- **C.18 - Value (incl. sponsor support):** $21962500.00
- **C.18.a - Value (excl. sponsor support):** $21962500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $21962500.00       | $22401750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918745, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918745779156LPR
- **C.18 - Value (incl. sponsor support):** $24125000.00
- **C.18.a - Value (excl. sponsor support):** $24125000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $24125000.00       | $24607500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918747, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918747779156NPR
- **C.18 - Value (incl. sponsor support):** $28762500.00
- **C.18.a - Value (excl. sponsor support):** $28762500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $28762500.00       | $29337750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918751, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009187517791567PR
- **C.18 - Value (incl. sponsor support):** $4650000.00
- **C.18.a - Value (excl. sponsor support):** $4650000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4650000.00        | $4743000.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918753, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918753779156UPR
- **C.18 - Value (incl. sponsor support):** $49562500.00
- **C.18.a - Value (excl. sponsor support):** $49562500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $49562500.00       | $50553750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918755, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918755779156GPR
- **C.18 - Value (incl. sponsor support):** $15875000.00
- **C.18.a - Value (excl. sponsor support):** $15875000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $15875000.00       | $16192500.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918777, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009187777791568PR
- **C.18 - Value (incl. sponsor support):** $4802500.00
- **C.18.a - Value (excl. sponsor support):** $4802500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4802500.00        | $4898550.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918779, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918779779156WPR
- **C.18 - Value (incl. sponsor support):** $172125000.00
- **C.18.a - Value (excl. sponsor support):** $172125000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $172125000.00      | $175567500.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918781, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918781779156EPR
- **C.18 - Value (incl. sponsor support):** $13537500.00
- **C.18.a - Value (excl. sponsor support):** $13537500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $13537500.00       | $13808250.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918784, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918784779156DPR
- **C.18 - Value (incl. sponsor support):** $7300000.00
- **C.18.a - Value (excl. sponsor support):** $7300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2047-08-15      | 2.7500%  | 0.0000% | $7300000.00        | $7446000.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918786, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009187867791569PR
- **C.18 - Value (incl. sponsor support):** $4935000.00
- **C.18.a - Value (excl. sponsor support):** $4935000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4935000.00        | $5033700.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918788, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 600918788779156JPR
- **C.18 - Value (incl. sponsor support):** $19485000.00
- **C.18.a - Value (excl. sponsor support):** $19485000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $19485000.00       | $19874700.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918790, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009187907791565PR
- **C.18 - Value (incl. sponsor support):** $4567500.00
- **C.18.a - Value (excl. sponsor support):** $4567500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4567500.00        | $4658850.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600918792, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009187927791562PR
- **C.18 - Value (incl. sponsor support):** $4241500.00
- **C.18.a - Value (excl. sponsor support):** $4241500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $4241500.00        | $4326330.00        | U.S. Treasuries (including strips) |

### Security 140: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919352, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193527791564DA
- **C.18 - Value (incl. sponsor support):** $297530637.15
- **C.18.a - Value (excl. sponsor support):** $297530637.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2032-03-31      | 4.1250%  | 0.0000% | $297530637.20      | $303481249.90      | U.S. Treasuries (including strips) |

### Security 141: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919354, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193547791565DA
- **C.18 - Value (incl. sponsor support):** $333941176.46
- **C.18.a - Value (excl. sponsor support):** $333941176.46
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $333941176.50      | $340620000.00      | U.S. Treasuries (including strips) |

### Security 142: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919356, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193567791563DA
- **C.18 - Value (incl. sponsor support):** $270563725.56
- **C.18.a - Value (excl. sponsor support):** $270563725.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2031-07-31      | 4.1250%  | 0.0000% | $270563725.60      | $275975000.10      | U.S. Treasuries (including strips) |

### Security 143: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919358, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193587791562DA
- **C.18 - Value (incl. sponsor support):** $128712009.78
- **C.18.a - Value (excl. sponsor support):** $128712009.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2032-02-29      | 4.1250%  | 0.0000% | $128712009.80      | $131286250.00      | U.S. Treasuries (including strips) |

### Security 144: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919364, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193647791566DA
- **C.18 - Value (incl. sponsor support):** $407843137.20
- **C.18.a - Value (excl. sponsor support):** $407843137.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2031-02-28      | 4.2500%  | 0.0000% | $407843137.20      | $415999999.90      | U.S. Treasuries (including strips) |

### Security 145: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919366, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 6009193667791561DA
- **C.18 - Value (incl. sponsor support):** $126617647.10
- **C.18.a - Value (excl. sponsor support):** $126617647.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $126617647.10      | $129150000.00      | U.S. Treasuries (including strips) |

### Security 146: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919508, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 6009195087791561NO
- **C.18 - Value (incl. sponsor support):** $279930000.00
- **C.18.a - Value (excl. sponsor support):** $279930000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2028-03-31      | 1.2500%  | 0.0000% | $279930000.00      | $285528600.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 600919553, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 6009195537791562NO
- **C.18 - Value (incl. sponsor support):** $417195000.00
- **C.18.a - Value (excl. sponsor support):** $417195000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $417195000.00      | $425538900.00      | U.S. Treasuries (including strips) |

### Security 148: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $2403846.09
- **C.18.a - Value (excl. sponsor support):** $2403846.09
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.238055%
- **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):** $32400000.00
- **C.18.a - Value (excl. sponsor support):** $32400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $7142855.52
- **C.18.a - Value (excl. sponsor support):** $7142855.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.238055%
- **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):** $4830000.00
- **C.18.a - Value (excl. sponsor support):** $4830000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.238055%
- **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):** $20000000.48
- **C.18.a - Value (excl. sponsor support):** $20000000.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $3124999.30
- **C.18.a - Value (excl. sponsor support):** $3124999.30
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $3999999.11
- **C.18.a - Value (excl. sponsor support):** $3999999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $3497560.95
- **C.18.a - Value (excl. sponsor support):** $3497560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $2624999.99
- **C.18.a - Value (excl. sponsor support):** $2624999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535Z6, C.4 - ISIN: US6903535Z67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3488809.86
- **C.18.a - Value (excl. sponsor support):** $3488809.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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? 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 159: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536A0, C.4 - ISIN: US6903536A08, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3565469.68
- **C.18.a - Value (excl. sponsor support):** $3565469.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536S1, C.4 - ISIN: US6903536S16, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10466429.58
- **C.18.a - Value (excl. sponsor support):** $10466429.58
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536T9, C.4 - ISIN: US6903536T98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9270221.18
- **C.18.a - Value (excl. sponsor support):** $9270221.18
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $17441862.00
- **C.18.a - Value (excl. sponsor support):** $17441862.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7666666.42
- **C.18.a - Value (excl. sponsor support):** $7666666.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $5666666.88
- **C.18.a - Value (excl. sponsor support):** $5666666.88
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $4485320.01
- **C.18.a - Value (excl. sponsor support):** $4485320.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $11024160.02
- **C.18.a - Value (excl. sponsor support):** $11024160.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $7565600.01
- **C.18.a - Value (excl. sponsor support):** $7565600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.149999%
- **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):** $23671698.19
- **C.18.a - Value (excl. sponsor support):** $23671698.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.238055%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22944818.49
- **C.18.a - Value (excl. sponsor support):** $22944818.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $2973974.65
- **C.18.a - Value (excl. sponsor support):** $2973974.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $17040657.73
- **C.18.a - Value (excl. sponsor support):** $17040657.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $2713480.61
- **C.18.a - Value (excl. sponsor support):** $2713480.61
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $2279323.64
- **C.18.a - Value (excl. sponsor support):** $2279323.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $8140441.60
- **C.18.a - Value (excl. sponsor support):** $8140441.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $24094256.80
- **C.18.a - Value (excl. sponsor support):** $24094256.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $2956065.68
- **C.18.a - Value (excl. sponsor support):** $2956065.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $6474600.00
- **C.18.a - Value (excl. sponsor support):** $6474600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $5384614.60
- **C.18.a - Value (excl. sponsor support):** $5384614.60
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $6849538.00
- **C.18.a - Value (excl. sponsor support):** $6849538.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.207640%
- **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):** $11850000.00
- **C.18.a - Value (excl. sponsor support):** $11850000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $3943620.00
- **C.18.a - Value (excl. sponsor support):** $3943620.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.100001%
- **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):** $3626226.00
- **C.18.a - Value (excl. sponsor support):** $3626226.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.179998%
- **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):** $6863080.01
- **C.18.a - Value (excl. sponsor support):** $6863080.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.238055%
- **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):** $15653847.17
- **C.18.a - Value (excl. sponsor support):** $15653847.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: 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: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $598371822.00
- **C.18.a - Value (excl. sponsor support):** $598371822.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, 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 186: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3345127052.94
- **C.18.a - Value (excl. sponsor support):** $3345127052.94
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: 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):** $987814179.59
- **C.18.a - Value (excl. sponsor support):** $987814179.59
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 188: 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $675279992.45
- **C.18.a - Value (excl. sponsor support):** $675279992.45
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, 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 189: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1003765825.91
- **C.18.a - Value (excl. sponsor support):** $1003765825.91
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: 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: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190605367.38
- **C.18.a - Value (excl. sponsor support):** $190605367.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, 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 191: 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: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297850367.63
- **C.18.a - Value (excl. sponsor support):** $297850367.63
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, 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 192: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $564945374.17
- **C.18.a - Value (excl. sponsor support):** $564945374.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $214325254.85
- **C.18.a - Value (excl. sponsor support):** $214325254.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2656833239.72
- **C.18.a - Value (excl. sponsor support):** $2656833239.72
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493251080.69
- **C.18.a - Value (excl. sponsor support):** $493251080.69
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 196: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $177450420.49
- **C.18.a - Value (excl. sponsor support):** $177450420.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84700676.62
- **C.18.a - Value (excl. sponsor support):** $84700676.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200252101.31
- **C.18.a - Value (excl. sponsor support):** $200252101.31
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392766387.74
- **C.18.a - Value (excl. sponsor support):** $392766387.74
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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 200: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1607528218.06
- **C.18.a - Value (excl. sponsor support):** $1607528218.06
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 201: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $514066410.40
- **C.18.a - Value (excl. sponsor support):** $514066410.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1835245440.60
- **C.18.a - Value (excl. sponsor support):** $1835245440.60
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5525936970.88
- **C.18.a - Value (excl. sponsor support):** $5525936970.88
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 204: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2658221380.94
- **C.18.a - Value (excl. sponsor support):** $2658221380.94
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $896360018.42
- **C.18.a - Value (excl. sponsor support):** $896360018.42
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 206: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $703020941.81
- **C.18.a - Value (excl. sponsor support):** $703020941.81
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2485864394.77
- **C.18.a - Value (excl. sponsor support):** $2485864394.77
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $741079792.94
- **C.18.a - Value (excl. sponsor support):** $741079792.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1715100948.31
- **C.18.a - Value (excl. sponsor support):** $1715100948.31
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, 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: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1531119655.01
- **C.18.a - Value (excl. sponsor support):** $1531119655.01
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, 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: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $552197210.63
- **C.18.a - Value (excl. sponsor support):** $552197210.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434007769.13
- **C.18.a - Value (excl. sponsor support):** $434007769.13
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **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 213: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150764846.84
- **C.18.a - Value (excl. sponsor support):** $150764846.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 214: 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):** $111410977.05
- **C.18.a - Value (excl. sponsor support):** $111410977.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 215: 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: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1816639803.70
- **C.18.a - Value (excl. sponsor support):** $1816639803.70
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 216: 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):** $1500436758.28
- **C.18.a - Value (excl. sponsor support):** $1500436758.28
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 217: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1312585833.95
- **C.18.a - Value (excl. sponsor support):** $1312585833.95
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 218: 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):** $2054278523.38
- **C.18.a - Value (excl. sponsor support):** $2054278523.38
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 219: 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):** $3201392293.68
- **C.18.a - Value (excl. sponsor support):** $3201392293.68
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 220: 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):** $226394156.81
- **C.18.a - Value (excl. sponsor support):** $226394156.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 221: 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: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $366122258.22
- **C.18.a - Value (excl. sponsor support):** $366122258.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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 222: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $658964038.51
- **C.18.a - Value (excl. sponsor support):** $658964038.51
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: 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: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53019924.18
- **C.18.a - Value (excl. sponsor support):** $53019924.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 224: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.025394%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7730160889.05
- **C.18.a - Value (excl. sponsor support):** $7730160889.05
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $625108338.18
- **C.18.a - Value (excl. sponsor support):** $625108338.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: 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):** $1862507054.26
- **C.18.a - Value (excl. sponsor support):** $1862507054.26
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 227: 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: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349831883.08
- **C.18.a - Value (excl. sponsor support):** $349831883.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $881744088.21
- **C.18.a - Value (excl. sponsor support):** $881744088.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 229: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.962394%
- **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):** $166435340.12
- **C.18.a - Value (excl. sponsor support):** $166435340.12
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 230: 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):** $1183746464.40
- **C.18.a - Value (excl. sponsor support):** $1183746464.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 231: 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):** $1671827243.27
- **C.18.a - Value (excl. sponsor support):** $1671827243.27
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 232: 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):** $1201491822.90
- **C.18.a - Value (excl. sponsor support):** $1201491822.90
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 233: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.985394%
- **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):** $1954131083.04
- **C.18.a - Value (excl. sponsor support):** $1954131083.04
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 234: 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):** $1018173305.39
- **C.18.a - Value (excl. sponsor support):** $1018173305.39
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 235: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.878395%
- **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):** $760911110.65
- **C.18.a - Value (excl. sponsor support):** $760911110.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 236: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.940394%
- **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):** $5974608047.84
- **C.18.a - Value (excl. sponsor support):** $5974608047.84
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 237: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.939394%
- **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):** $4547442066.25
- **C.18.a - Value (excl. sponsor support):** $4547442066.25
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 238: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.021758%
- **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):** $4636723333.49
- **C.18.a - Value (excl. sponsor support):** $4636723333.49
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 239: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.079999%
- **C.6 - Investment 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):** $493999555.40
- **C.18.a - Value (excl. sponsor support):** $493999555.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 2.0000%  | 0.0000% | $33090251.00       | $27919979.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $29492846.00       | $26717554.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $33829071.00       | $25772382.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $40000000.00       | $30697069.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $16334205.00       | $14567274.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $26388697.00       | $27498569.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $34000000.00       | $29192238.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $26885880.00       | $26882735.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 3.0000%  | 0.0000% | $30972565.00       | $27540311.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $25153130.00       | $25635955.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $33404204.00       | $30753960.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $26829933.00       | $26253075.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $25078607.00       | $25540734.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $31680924.00       | $31011573.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $25687298.00       | $25722630.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $30412547.00       | $27318582.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $30845304.00       | $30949469.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $25000017.00       | $25550842.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $23173777.00       | $23295069.00       | Agency Mortgage-Backed Securities |

### Security 240: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBB7791563HS
- **C.18 - Value (incl. sponsor support):** $3210000000.00
- **C.18.a - Value (excl. sponsor support):** $3210000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-05-15      | 0.0000%  | 0.0000% | $25460654.00       | $8482522.00        | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $73889.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-04      | 0.0000%  | 0.0000% | $6950000.00        | $6676392.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 4.0000%  | 0.0000% | $1784346.00        | $267344.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $1975000.00        | $1938599.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-06-01      | 4.1500%  | 0.0000% | $2000000.00        | $1928318.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-11-09      | 4.2200%  | 0.0000% | $6000000.00        | $5667925.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%  | 0.0000% | $5070000.00        | $3968483.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-10-30      | 1.7000%  | 0.0000% | $2300000.00        | $1819317.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-06-11      | 3.5000%  | 0.0000% | $11440000.00       | $11401185.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-06-30      | 5.0000%  | 0.0000% | $235000.00         | $232685.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-09-26      | 5.0000%  | 0.0000% | $25000000.00       | $25181228.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 5.4500%  | 0.0000% | $25000000.00       | $25754906.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-11-19      | 5.0700%  | 0.0000% | $10325000.00       | $10310478.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 2.5000%  | 0.0000% | $2964912.00        | $485163.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 4.0000%  | 0.0000% | $185998848.00      | $27909516.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-08-01      | 3.5000%  | 0.0000% | $4991000.00        | $315013.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $40159232.00       | $5318859.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 4.0000%  | 0.0000% | $1040000.00        | $150758.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $4401320.00        | $1089237.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 3.5000%  | 0.0000% | $1100000.00        | $105537.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.0000%  | 0.0000% | $29556672.00       | $3434972.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $142438.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 6.0000%  | 0.0000% | $2927912.00        | $430156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1697906.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-01      | 3.5000%  | 0.0000% | $1069356.00        | $130456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 3.5000%  | 0.0000% | $1300000.00        | $271864.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 2.0000%  | 0.0000% | $15000000.00       | $5361087.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-01      | 2.0000%  | 0.0000% | $150000.00         | $82065.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 3.5000%  | 0.0000% | $190000.00         | $116833.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 5.0000%  | 0.0000% | $71857.00          | $46977.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 5.5000%  | 0.0000% | $46000.00          | $29322.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-01-01      | 5.5000%  | 0.0000% | $67000.00          | $51866.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $232000.00         | $153610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 3.0000%  | 0.0000% | $8668000.00        | $5808783.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $16118140.00       | $11214918.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $35590016.00       | $26998416.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $948000.00         | $647790.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $35000.00          | $25132.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $5105560.00        | $3578667.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $622000.00         | $488398.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $161518.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $160000.00         | $133195.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $86139.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $4140728.00        | $3149827.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $34000000.00       | $27489105.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $21028.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $5732000.00        | $4685731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $101000.00         | $88398.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.0000%  | 0.0000% | $175000.00         | $127713.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $161000.00         | $135197.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $5107000.00        | $4366671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $15681088.00       | $13768855.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $1056494.00        | $1006316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $93000.00          | $88184.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $15112020.00       | $12402907.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 2.5000%  | 0.0000% | $5128568.00        | $1731587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 3.0000%  | 0.0000% | $348000.00         | $102223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $60178176.00       | $57666602.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $34897472.00       | $33359113.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $531846.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $1144460.00        | $744190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $865000.00         | $459058.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $10531280.00       | $4584149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.5000%  | 0.0000% | $13532380.00       | $6383911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $5403968.00        | $3440744.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $600000.00         | $388089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $14000.00          | $10958.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $40903.00          | $33191.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $1308318.00        | $1143084.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $22611456.00       | $17068025.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $50000.00          | $39266.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $1873698.00        | $1463265.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $215000.00         | $167085.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $50820.00          | $38018.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-05-01      | 3.5000%  | 0.0000% | $14758980.00       | $2035553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $12127072.00       | $2727021.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.5000%  | 0.0000% | $1800000.00        | $445958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-20      | 5.0000%  | 0.0000% | $108010.00         | $16272.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $1568888.00        | $690018.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 4.0000%  | 0.0000% | $1115000.00        | $237807.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 3.0000%  | 0.0000% | $1071000.00        | $451877.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $400084.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 3.0000%  | 0.0000% | $8204.00           | $5203.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.0000%  | 0.0000% | $2280068.00        | $1341596.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $125549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $321671.00         | $208351.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $1123696.00        | $783483.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $2427076.00        | $1755410.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $780000.00         | $472525.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $4933048.00        | $4344105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $3060340.00        | $1750536.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $3206048.00        | $2480134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7589664.00        | $5123300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $13000.00          | $11067.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $1954400.00        | $1734856.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $206283.00         | $131111.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $8097888.00        | $4453339.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%  | 0.0000% | $195558.00         | $153854.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3235680.00        | $2531122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $12796240.00       | $10389735.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1621830.00        | $1246009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $1843896.00        | $1605165.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.5000%  | 0.0000% | $7453736.00        | $5796208.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%  | 0.0000% | $14903744.00       | $9990974.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%  | 0.0000% | $7984984.00        | $7196347.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $1795362.00        | $1783729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $2324884.00        | $1570994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.5000%  | 0.0000% | $2207924.00        | $2041443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1079950.00        | $999360.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $10025472.00       | $9134565.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1290108.00        | $1212435.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 4.5000%  | 0.0000% | $968407.00         | $914664.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $1684950.00        | $1289309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1508584.00        | $1413839.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $5206816.00        | $3683938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 4.5000%  | 0.0000% | $1342852.00        | $1305181.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $2038156.00        | $1688349.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $2554220.00        | $1769904.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $1408200.00        | $1271984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%  | 0.0000% | $3008104.00        | $3000782.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1184028.00        | $1204789.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $2807448.00        | $2694155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $4228240.00        | $4288801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $1337574.00        | $1117695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1173154.00        | $1189716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-03-02      | 3.5400%  | 0.0000% | $882000.00         | $797598.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-04-06      | 3.4300%  | 0.0000% | $1842000.00        | $1482662.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $2982000.00        | $2803496.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $16854000.00       | $11912466.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-03-12      | 2.2300%  | 0.0000% | $3055000.00        | $2611670.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-08-12      | 2.2200%  | 0.0000% | $1128000.00        | $925600.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-09-16      | 2.4000%  | 0.0000% | $8686000.00        | $6419050.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $3198000.00        | $2658732.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-11-21      | 4.3750%  | 0.0000% | $20000000.00       | $20626474.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-01-25      | 3.7500%  | 0.0000% | $20000000.00       | $20379150.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.5800%  | 0.0000% | $25318000.00       | $21226442.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.4800%  | 0.0000% | $17694000.00       | $14708293.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-11-29      | 2.6900%  | 0.0000% | $5000000.00        | $3863971.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $4941000.00        | $4272607.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-16      | 2.9200%  | 0.0000% | $38840000.00       | $30874421.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-30      | 2.5900%  | 0.0000% | $18750000.00       | $14243021.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $3000000.00        | $2557898.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%  | 0.0000% | $2491000.00        | $2135258.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-04-04      | 4.0000%  | 0.0000% | $1656000.00        | $1495471.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $1200000.00        | $644057.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $3001156.00        | $1860749.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $1669000.00        | $1026511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $57000.00          | $37980.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $8831152.00        | $5588250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $2354872.00        | $1817794.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.5000%  | 0.0000% | $31398368.00       | $27907027.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 6.0000%  | 0.0000% | $85000.00          | $57039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-11-01      | 5.0000%  | 0.0000% | $14662720.00       | $14765546.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 5.5000%  | 0.0000% | $83793664.00       | $85637711.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-07-01      | 2.5000%  | 0.0000% | $221101.00         | $164307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $6744152.00        | $4646747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 1.5000%  | 0.0000% | $10000000.00       | $3737478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $1074154.00        | $997103.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $3532912.00        | $3113437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $1529546.00        | $1352656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $1052210.00        | $805016.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%  | 0.0000% | $4293370.00        | $3637019.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.0000%  | 0.0000% | $153900.00         | $141663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $9483040.00        | $7911926.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $4668160.00        | $3428990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $7071176.00        | $6068390.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 4.5000%  | 0.0000% | $319988.00         | $202640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 4.5000%  | 0.0000% | $410413.00         | $252779.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-12-11      | 0.0000%  | 0.0000% | $6506000.00        | $6498564.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%  | 0.0000% | $70000.00          | $67887.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $1000000.00        | $819771.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $162000.00         | $160054.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-15      | 0.0000%  | 0.0000% | $162000.00         | $154427.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-15      | 0.0000%  | 0.0000% | $162000.00         | $151657.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $108568000.00      | $83439502.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-15      | 0.0000%  | 0.0000% | $5253000.00        | $5127180.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $3022012.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2898758.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2844751.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-15      | 0.0000%  | 0.0000% | $3500000.00        | $2885743.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2739734.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-15      | 0.0000%  | 0.0000% | $3386000.00        | $2654472.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2602297.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%  | 0.0000% | $102763000.00      | $76169888.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%  | 0.0000% | $8450000.00        | $6175628.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-17      | 1.5400%  | 0.0000% | $10000000.00       | $7869476.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-25      | 1.2500%  | 0.0000% | $25000000.00       | $22501463.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-02-07      | 0.0000%  | 0.0000% | $551000.00         | $546713.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-06      | 0.0000%  | 0.0000% | $2382000.00        | $1605809.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-06      | 0.0000%  | 0.0000% | $2435000.00        | $1604711.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $100000.00         | $84952.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $2080000.00        | $1732480.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $274000.00         | $161815.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-11-15      | 0.0000%  | 0.0000% | $69000.00          | $66496.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-15      | 0.0000%  | 0.0000% | $69000.00          | $63046.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-15      | 0.0000%  | 0.0000% | $69000.00          | $61867.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $69000.00          | $58284.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $72000.00          | $59679.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%  | 0.0000% | $1592000.00        | $1514187.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $6000000.00        | $4834036.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-17      | 0.0000%  | 0.0000% | $1274000.00        | $1043304.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%  | 0.0000% | $147000.00         | $122101.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-07-01      | 7.5000%  | 0.0000% | $49999872.00       | $28042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 4.0000%  | 0.0000% | $4090000.00        | $167051.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.5000%  | 0.0000% | $45989504.00       | $6733437.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 5.5000%  | 0.0000% | $35285120.00       | $2071154.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 3.0000%  | 0.0000% | $23500000.00       | $532210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-04-01      | 4.5000%  | 0.0000% | $20000000.00       | $1703963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.0000%  | 0.0000% | $45782336.00       | $6032755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 4.0000%  | 0.0000% | $549957.00         | $33435.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 3.5000%  | 0.0000% | $2772000.00        | $367190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $59078208.00       | $11188614.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 4.0000%  | 0.0000% | $35000000.00       | $6071133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 3.5000%  | 0.0000% | $2850000.00        | $654579.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.5000%  | 0.0000% | $994998.00         | $245759.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%  | 0.0000% | $1230998.00        | $232023.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 3.9800%  | 0.0000% | $8000000.00        | $6224172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $30379808.00       | $2096728.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 3.5000%  | 0.0000% | $2522508.00        | $370959.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%  | 0.0000% | $523999.00         | $49351.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 3.0000%  | 0.0000% | $225000.00         | $52785.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.0000%  | 0.0000% | $1660000.00        | $314723.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $254174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 3.0000%  | 0.0000% | $16500000.00       | $1967818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-03-01      | 3.5000%  | 0.0000% | $71353344.00       | $5157669.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-01      | 3.5000%  | 0.0000% | $1001242.00        | $85522.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $19969440.00       | $3831715.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-01-01      | 3.5000%  | 0.0000% | $230027.00         | $27303.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%  | 0.0000% | $1000000.00        | $249083.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 3.0000%  | 0.0000% | $2500000.00        | $475750.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 3.5000%  | 0.0000% | $6500000.00        | $978518.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-04-01      | 3.5000%  | 0.0000% | $493999.00         | $50539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%  | 0.0000% | $1858000.00        | $379729.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.5000%  | 0.0000% | $8614704.00        | $2099033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $2669000.00        | $454748.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $2209010.00        | $368442.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.5000%  | 0.0000% | $288001.00         | $42178.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.0000%  | 0.0000% | $65705472.00       | $12395703.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.5000%  | 0.0000% | $1617308.00        | $233427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-09-01      | 3.5000%  | 0.0000% | $123898624.00      | $16089378.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.0000%  | 0.0000% | $63150464.00       | $10082130.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 4.0000%  | 0.0000% | $16427680.00       | $2546716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-07-01      | 7.0000%  | 0.0000% | $5754870.00        | $32367.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $1102550.00        | $846112.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $2748616.00        | $2182427.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $3621044.00        | $2566053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.5000%  | 0.0000% | $115334.00         | $113708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1781712.00        | $800704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%  | 0.0000% | $1074332.00        | $262774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $567676.00         | $572278.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $1023572.00        | $1084743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%  | 0.0000% | $1110000.00        | $871153.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $1649376.00        | $1650168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $1764054.00        | $1576586.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $2522832.00        | $2558489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1185388.00        | $890545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.5000%  | 0.0000% | $1262104.00        | $1136645.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $9743152.00        | $9126429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 7.0000%  | 0.0000% | $813636.00         | $682910.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1458700.00        | $1320377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1177160.00        | $1140209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1063716.00        | $1097429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2262950.00        | $2282012.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $6511100.00        | $6467757.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $3026940.00        | $3030156.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $1445804.00        | $1387550.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $2170652.00        | $2152263.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $2276068.00        | $2009289.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $5231576.00        | $4304896.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $3595144.00        | $3636509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $2420052.00        | $2346412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $2363200.00        | $2410259.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $5142280.00        | $4745775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $1130878.00        | $1148440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1374172.00        | $1431719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1189794.00        | $1221774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $3211340.00        | $3111678.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $3661552.00        | $3720680.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $3442920.00        | $3293557.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1119556.00        | $1155182.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1540352.00        | $1568033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $150291.00         | $152190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $585648.00         | $270752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $2276880.00        | $2294662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $1118000.00        | $1172412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1496012.00        | $1567459.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $3248644.00        | $3294128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $489683.00         | $496994.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $4412336.00        | $4190976.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $10044960.00       | $10178558.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1313500.00        | $1352517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1160930.00        | $1203544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $2292228.00        | $2342078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $1306314.00        | $1314779.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1444042.00        | $1467594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $2136010.00        | $2223239.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $1167500.00        | $1185535.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $517876.00         | $548836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.0000%  | 0.0000% | $3838540.00        | $3829954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1912800.00        | $1943440.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $6186640.00        | $6429502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 7.0000%  | 0.0000% | $2088244.00        | $2209476.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $8395120.00        | $8599610.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 7.0000%  | 0.0000% | $1349056.00        | $1429874.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $250000.00         | $237893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $213345.00         | $224307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $2329520.00        | $2361120.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $1902488.00        | $1947436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $15260576.00       | $15415036.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $279089.00         | $298816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $20139600.00       | $18792942.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $6658536.00        | $6957967.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $269280.00         | $282203.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $210012.00         | $219504.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $4582544.00        | $4774829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $414539.00         | $430512.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $477570.00         | $501035.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $290849.00         | $307191.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $203227.00         | $213045.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1959902.00        | $2050855.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $386729.00         | $408164.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $214820.00         | $230517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2709496.00        | $2775147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $2621210.00        | $2718879.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1463674.00        | $1524601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1437506.00        | $1491581.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $365541.00         | $385043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $4598176.00        | $484548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.5000%  | 0.0000% | $5690000.00        | $1042051.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.5000%  | 0.0000% | $180000.00         | $74005.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.0000%  | 0.0000% | $361000.00         | $69673.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 3.0000%  | 0.0000% | $382000.00         | $156791.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 4.5000%  | 0.0000% | $1030000.00        | $330020.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-06-01      | 3.5000%  | 0.0000% | $6570792.00        | $5069570.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%  | 0.0000% | $5273856.00        | $1935732.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-12-01      | 2.5000%  | 0.0000% | $1500002.00        | $102825.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.5000%  | 0.0000% | $172987.00         | $33457.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.5000%  | 0.0000% | $235000.00         | $28494.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 2.5000%  | 0.0000% | $530000.00         | $62568.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $4098488.00        | $1094994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 4.0000%  | 0.0000% | $1730000.00        | $514595.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-06-01      | 4.5000%  | 0.0000% | $53751360.00       | $13700243.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $3090000.00        | $2144933.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 5.0000%  | 0.0000% | $5119016.00        | $3747444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $6487000.00        | $724119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $2086000.00        | $396454.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 2.5000%  | 0.0000% | $93345.00          | $26146.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $475000.00         | $126344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $609000.00         | $324405.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $3383164.00        | $2034992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $125003.00         | $71600.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $225000.00         | $128828.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $1115000.00        | $637695.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $145434.00         | $93791.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $39709.00          | $25355.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $3986776.00        | $2748167.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $178631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $8546064.00        | $5918969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $2611308.00        | $2107839.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1146034.00        | $741368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $66840.00          | $41649.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $4522856.00        | $1380606.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $3068512.00        | $2069701.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $66000.00          | $39539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $125574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $6022928.00        | $6201109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $4450000.00        | $3050062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $5424160.00        | $3223152.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $84000.00          | $52105.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $5746200.00        | $3874895.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1728320.00        | $1319956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $3400516.00        | $2759463.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $1754450.00        | $1122816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 7.0000%  | 0.0000% | $205163.00         | $219063.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $249188.00         | $265084.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $1866064.00        | $1664105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $1141892.00        | $966337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $100000.00         | $81052.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $3051660.00        | $1682971.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%  | 0.0000% | $4838408.00        | $3901969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1772444.00        | $1192896.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $499652.00         | $355408.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $4652424.00        | $4034875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $1312760.00        | $795417.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $2412220.00        | $2154825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $5249824.00        | $3829130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $1152834.00        | $641643.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1048650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-08-01      | 2.5000%  | 0.0000% | $691294.00         | $204526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.5000%  | 0.0000% | $5753488.00        | $1932256.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.5000%  | 0.0000% | $14996192.00       | $3961588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $44285000.00       | $9859548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.5000%  | 0.0000% | $2022392.00        | $421073.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $26000000.00       | $5947660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%  | 0.0000% | $19000.00          | $5607.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $101000.00         | $32899.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 4.5000%  | 0.0000% | $197000.00         | $42648.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $199000.00         | $97414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 2.5000%  | 0.0000% | $15856672.00       | $2711986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $618000.00         | $151648.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $18135552.00       | $5371292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.0000%  | 0.0000% | $143939.00         | $56590.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $6303768.00        | $3005282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $16202976.00       | $8525725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $19513440.00       | $8279422.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.5000%  | 0.0000% | $4791752.00        | $1219340.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $21756960.00       | $12057284.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $233586432.00      | $126554131.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.0000%  | 0.0000% | $400000.00         | $227840.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $274000.00         | $149684.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 4.5000%  | 0.0000% | $104453.00         | $57571.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 2.0000%  | 0.0000% | $2027220.00        | $1329155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 2.0000%  | 0.0000% | $2000000.00        | $1237002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $2441140.00        | $1426576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%  | 0.0000% | $49000.00          | $24491.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $145000.00         | $86970.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $511965.00         | $310887.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $9931.00           | $6209.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $394294.00         | $256276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1155498.00        | $732221.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $596703.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.5000%  | 0.0000% | $13997408.00       | $7712059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $4999000.00        | $3359561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $215001.00         | $126492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $119000.00         | $80736.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $361610.00         | $248368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $1104000.00        | $783971.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $8840000.00        | $6330707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $12816368.00       | $8784119.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $5300000.00        | $3997938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $55000.00          | $41287.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $290000.00         | $206997.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $699996.00         | $531291.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 5.5000%  | 0.0000% | $2087570.00        | $1359543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 5.5000%  | 0.0000% | $1990736.00        | $1196350.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 5.5000%  | 0.0000% | $1934136.00        | $1146820.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $105000.00         | $79909.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $105254400.00      | $79910388.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $7147672.00        | $5368177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $2425000.00        | $1547695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $1354000.00        | $701086.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $2281000.00        | $1254653.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $1556000.00        | $827047.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $1567000.00        | $822741.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%  | 0.0000% | $3155000.00        | $1870290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $15787920.00       | $12179869.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $34004.00          | $27681.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $700000.00         | $612769.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $3003156.00        | $2402131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 4.5000%  | 0.0000% | $2072300.00        | $1028767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.0000%  | 0.0000% | $250000.00         | $202909.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $665585.00         | $520953.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%  | 0.0000% | $200000.00         | $171157.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.5000%  | 0.0000% | $18371580.00       | $13076604.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $42500224.00       | $32127591.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $6079392.00        | $4454812.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.0000%  | 0.0000% | $597755.00         | $505318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 4.5000%  | 0.0000% | $2632008.00        | $2374279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $12763536.00       | $12003418.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $25071968.00       | $23773382.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $24089472.00       | $23049378.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $10831872.00       | $10704641.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.5000%  | 0.0000% | $7162664.00        | $6300612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $8171000.00        | $8047177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 4.0000%  | 0.0000% | $7973968.00        | $7606952.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $100249984.00      | $103332070.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $94477952.00       | $97302748.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $28824384.00       | $29633110.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%  | 0.0000% | $380000.00         | $50624.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%  | 0.0000% | $1038000.00        | $233340.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.0000%  | 0.0000% | $3740000.00        | $862444.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $2175000.00        | $532966.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 3.5000%  | 0.0000% | $7727536.00        | $1300185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $4911112.00        | $1488877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 3.0000%  | 0.0000% | $1510340.00        | $265798.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $746436.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.0000%  | 0.0000% | $3785604.00        | $921184.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1354004.00        | $428656.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $2840580.00        | $698617.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $1283596.00        | $392116.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $4924000.00        | $2078119.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $396000.00         | $202349.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $418000.00         | $115051.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1100000.00        | $564300.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $15966540.00       | $9492120.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 2.0000%  | 0.0000% | $650000.00         | $361352.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $53925.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 3.0000%  | 0.0000% | $1060000.00        | $554764.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.0000%  | 0.0000% | $345000.00         | $147647.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $483563.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%  | 0.0000% | $2214696.00        | $967301.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 2.5000%  | 0.0000% | $425862.00         | $248354.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $167296.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $703086.00         | $428908.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $629614.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $700021.00         | $413636.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 1.5000%  | 0.0000% | $487160.00         | $257545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $1493000.00        | $723004.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $956675.00         | $636900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $1900000.00        | $851146.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.0000%  | 0.0000% | $638550.00         | $328341.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $49000.00          | $31041.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 4.5000%  | 0.0000% | $250000.00         | $157660.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $62299.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.5000%  | 0.0000% | $9370240.00        | $4761275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $1359000.00        | $814698.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $57778.00          | $36559.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $274000.00         | $170573.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 4.5000%  | 0.0000% | $84000.00          | $46622.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $70610.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $10775.00          | $5523.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $70000.00          | $47439.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $6180888.00        | $3724214.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $323000.00         | $198343.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $400000.00         | $254811.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $70000.00          | $44229.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $183503.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $184000.00         | $101588.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%  | 0.0000% | $120424.00         | $70475.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1600000.00        | $1044831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $5813456.00        | $4002573.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 4.0000%  | 0.0000% | $90000.00          | $58343.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $980050.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $64850.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $888000.00         | $609636.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $8878000.00        | $6094990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $364000.00         | $232901.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $353000.00         | $223102.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $600427.00         | $400866.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%  | 0.0000% | $1865000.00        | $1147196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $935160.00         | $575906.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $285000.00         | $187545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $512000.00         | $398128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $485000.00         | $330751.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $7077512.00        | $5135497.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $106241.00         | $68186.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $70000.00          | $43601.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $1160000.00        | $737626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 2.5000%  | 0.0000% | $283378.00         | $198146.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $201025.00         | $138908.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $200000.00         | $132650.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1516000.00        | $1053636.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $352000.00         | $255641.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $526310.00         | $392265.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $300000.00         | $204720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $83000.00          | $64869.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $6679120.00        | $4533309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $65000.00          | $43985.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.5000%  | 0.0000% | $88000.00          | $52627.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $774817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $275000.00         | $203719.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%  | 0.0000% | $7497380.00        | $5309234.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $450000.00         | $346107.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 4.0000%  | 0.0000% | $100000.00         | $77667.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $970099.00         | $784960.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $1309000.00        | $1006345.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 3.0000%  | 0.0000% | $107000.00         | $71235.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 6.0000%  | 0.0000% | $70000.00          | $50293.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $2500000.00        | $1473015.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.5000%  | 0.0000% | $306000.00         | $180612.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $119598.00         | $96541.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%  | 0.0000% | $998000.00         | $757842.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%  | 0.0000% | $1364000.00        | $1057341.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $799000.00         | $610981.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $400000.00         | $338656.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $7280000.00        | $5923598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $1267326.00        | $1108368.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%  | 0.0000% | $1990016.00        | $1505938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%  | 0.0000% | $5490000.00        | $4134570.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $3000000.00        | $2372805.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $1330686.00        | $1042939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 4.0000%  | 0.0000% | $197000.00         | $144616.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $70000.00          | $50405.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1770795.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $2019000.00        | $1769624.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $495897.00         | $452863.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $698000.00         | $504817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $100000.00         | $71815.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%  | 0.0000% | $10554120.00       | $9415005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $326000.00         | $251499.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%  | 0.0000% | $208500.00         | $164245.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $1575000.00        | $1367255.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $98000.00          | $77071.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $3998000.00        | $3472834.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.5000%  | 0.0000% | $1100000.00        | $941850.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $9247.00           | $8519.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%  | 0.0000% | $516719.00         | $461365.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 2.5000%  | 0.0000% | $1804618.00        | $959823.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5712.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 5.5000%  | 0.0000% | $6007.00           | $5471.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $6000.00           | $5526.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $5031328.00        | $3884245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $3708816.00        | $3812722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $6385.00           | $6535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $7721152.00        | $7707590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $42586240.00       | $43120369.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $3590360.00        | $2220550.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $5827568.00        | $6026590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $5030.00           | $5074.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%  | 0.0000% | $22990000.00       | $196481.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%  | 0.0000% | $18620000.00       | $599682.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-12-01      | 6.0000%  | 0.0000% | $25760000.00       | $164726.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $1055000.00        | $134885.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $274845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 3.0000%  | 0.0000% | $1480000.00        | $265926.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 3.0000%  | 0.0000% | $910000.00         | $112659.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 2.5000%  | 0.0000% | $140459.00         | $72380.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 2.5000%  | 0.0000% | $3250000.00        | $667395.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $19000000.00       | $8275430.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.0000%  | 0.0000% | $1721734.00        | $535119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $1998000.00        | $1028956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $1298000.00        | $726460.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 1.5000%  | 0.0000% | $10467008.00       | $4909638.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 2.0000%  | 0.0000% | $4028000.00        | $2198912.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $429000.00         | $216182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $3144000.00        | $2326080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.5000%  | 0.0000% | $4253592.00        | $3017557.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $7943832.00        | $6283101.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $405000.00         | $290498.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $5700000.00        | $3366862.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $9426000.00        | $6956489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $153999.00         | $143360.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $17028.00          | $16747.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 5.0000%  | 0.0000% | $9937232.00        | $10045240.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 5.0000%  | 0.0000% | $5665000.00        | $173608.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 5.5000%  | 0.0000% | $3109528.00        | $57517.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $7920776.00        | $5702342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $2362724.00        | $2283118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1402698.00        | $1237933.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.0000%  | 0.0000% | $2912596.00        | $2662556.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $11314928.00       | $11437281.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $30414784.00       | $28974806.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $1571362.00        | $1558842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $3095716.00        | $3129157.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $3783492.00        | $3752186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5495264.00        | $5657290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $1385538.00        | $1392219.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $3638440.00        | $3712644.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $5212728.00        | $5098891.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $8653168.00        | $7715655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $1731162.00        | $1545595.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $58167.00          | $59553.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1410430.00        | $1388953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $25167136.00       | $24772893.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $12031488.00       | $11604745.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $28092.00          | $29344.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $10234512.00       | $10579416.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $9772864.00        | $9961025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $13170656.00       | $13569629.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $8132464.00        | $8270293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1497680.00        | $1447731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $15041280.00       | $14953582.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1242394.00        | $1295228.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $5310520.00        | $5430718.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $2273576.00        | $2382211.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $1542264.00        | $1578526.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $2809070.00        | $2920479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1027124.00        | $1062913.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $1129602.00        | $1151329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $7643024.00        | $7775148.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $52969.00          | $53780.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1064266.00        | $720650.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1356824.00        | $1154622.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $430400.00         | $451799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $6331820.00        | $6693845.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1228200.00        | $1259406.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $1614868.00        | $1659203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 4.5000%  | 0.0000% | $1302722.00        | $1151291.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $449828.00         | $463374.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $306925.00         | $327304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2051716.00        | $2137710.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $238220.00         | $254195.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1068420.00        | $1105888.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $3177550.00        | $3239237.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1696658.00        | $1752057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $505877.00         | $528799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $367480.00         | $385737.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $6321970.00        | $6561807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $608000.00         | $564418.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 3.0000%  | 0.0000% | $610000.00         | $516247.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $8183000.00        | $8069745.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $455997.00         | $354704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.5000%  | 0.0000% | $8059000.00        | $8088270.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $165000.00         | $141281.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $15216048.00       | $11945548.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $11710680.00       | $11196257.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $65571328.00       | $66601019.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $63658112.00       | $63297779.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1453000.00        | $1476831.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 4.5000%  | 0.0000% | $22052480.00       | $21785733.00       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2037-01-15      | 0.0000%  | 0.0000% | $1000000.00        | $609374.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2035-06-15      | 0.0000%  | 0.0000% | $1000000.00        | $649600.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-02-15      | 0.0000%  | 0.0000% | $3913000.00        | $2618443.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 0.0000%  | 0.0000% | $48241000.00       | $25368736.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-08-15      | 0.0000%  | 0.0000% | $4183500.00        | $2165631.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 0.0000%  | 0.0000% | $1062100.00        | $535428.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 0.0000%  | 0.0000% | $1477300.00        | $578515.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-15      | 0.0000%  | 0.0000% | $250000.00         | $248083.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 0.0000%  | 0.0000% | $1545000.00        | $1150755.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%  | 0.0000% | $1400000.00        | $1031706.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-08-15      | 0.0000%  | 0.0000% | $7325000.00        | $5209342.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 1.3750%  | 0.0000% | $13500000.00       | $13316002.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-07-15      | 0.1250%  | 0.0000% | $445300.00         | $536340.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-31      | 4.5000%  | 0.0000% | $90011400.00       | $90856243.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-15      | 4.5000%  | 0.0000% | $4676400.00        | $4759334.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-04-15      | 1.6250%  | 0.0000% | $20223400.00       | $20929959.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%  | 0.0000% | $81839555.00       | $59527064.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-15      | 0.0000%  | 0.0000% | $65340539.00       | $64250397.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-05-15      | 0.0000%  | 0.0000% | $82123392.00       | $52663185.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-08-15      | 0.0000%  | 0.0000% | $35403448.00       | $18936561.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 0.0000%  | 0.0000% | $84178432.00       | $44329709.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 0.0000%  | 0.0000% | $6552289.00        | $3348810.00        | U.S. Treasuries (including strips)  |

### Security 241: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791562HS
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $8384100.00        | $9502450.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $35450900.00       | $31112454.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $878300.00         | $411025.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $16070300.00       | $7411478.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $533000.00         | $222684.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $36958200.00       | $15027906.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $44431200.00       | $15496092.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $2205000.00        | $1140726.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $126112600.00      | $35505489.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $90489000.00       | $23628307.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $3319400.00        | $7140911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $22319100.00       | $16330041.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $17956600.00       | $17210821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $33099600.00       | $20192660.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $21041800.00       | $12037411.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $35357200.00       | $26408250.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $254838800.00      | $233695481.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $26104500.00       | $24097761.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $7406000.00        | $6983690.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $19093400.00       | $18848185.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $13363800.00       | $12604393.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $6100000.00        | $4592251.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $36819800.00       | $39820439.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $143841200.00      | $145543315.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $110186000.00      | $113161987.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $84397395.00       | $68062111.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $31054275.00       | $28470621.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $52458783.00       | $45891887.00       | U.S. Treasuries (including strips) |

### Security 242: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 4.060001%
- **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:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $20221300.00       | $15593440.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $45286100.00       | $32252273.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $47600000.00       | $46274436.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $16999830.00       | $15856047.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1929400.00        | $4150652.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $43844200.00       | $45308115.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28500000.00       | $22365619.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $7800000.00        | $6987121.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $450000.00         | $399119.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7920243.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $940458.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $365600.00         | $263341.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $15000000.00       | $10679532.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $751000.00         | $511554.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4665836.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $645900.00         | $408630.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $20500000.00       | $17865191.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $2284600.00        | $2041485.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $29100.00          | $28672.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $5000000.00        | $4903374.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $10000000.00       | $9908248.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2000000.00        | $1968384.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $3100000.00        | $3081664.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $10000000.00       | $9874237.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $300000.00         | $284377.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $6000000.00        | $5890950.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2939700.00        | $2766507.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $35949000.00       | $35334405.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2778200.00        | $2623132.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $7000000.00        | $7062241.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $4200000.00        | $4659295.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $5700000.00        | $5810899.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $15300000.00       | $15771183.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $4000000.00        | $4110393.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $2000000.00        | $2053319.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $7661700.00        | $7729986.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $6600000.00        | $6603186.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $33896500.00       | $34612967.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $10000000.00       | $10294021.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $6000000.00        | $6197151.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $42000000.00       | $43589346.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $621000.00         | $649393.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $4700000.00        | $4887229.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $2646000.00        | $2709627.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $8700000.00        | $8812122.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $8000000.00        | $8035057.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5000000.00        | $5065172.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $12000000.00       | $12324105.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $20000000.00       | $20831112.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $6628700.00        | $7061160.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $709900.00         | $731035.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1897200.00        | $1690718.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $10300000.00       | $7536120.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $4605000.00        | $3593405.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $470500.00         | $470379.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1276500.00        | $985656.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $4671600.00        | $3026001.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $18000000.00       | $13444178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $74600000.00       | $62228545.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $14274000.00       | $14290125.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $62641200.00       | $63482772.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $30000000.00       | $39450402.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $35000000.00       | $35342092.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $8235000.00        | $8139714.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $83500000.00       | $73433611.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $80000000.00       | $76667254.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $56100000.00       | $53013532.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $11640000.00       | $10205100.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $39200000.00       | $37274184.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $100000000.00      | $102623625.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $11950300.00       | $12790811.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $40000000.00       | $40960304.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $76000000.00       | $79276709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $38750000.00       | $39655995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $51122112.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $15000000.00       | $15358159.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $29443700.00       | $30539931.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $45000000.00       | $45622983.00       | U.S. Treasuries (including strips) |

### Security 243: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779156CIT
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1138.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1232.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3156.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $2003.00           | $1525.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $18100.00          | $13270.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $2059531.00        | $1477019.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $781965.00         | $609736.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1010.00           | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 3.5000%  | 0.0000% | $9000.00           | $5063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2215.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $2824.00           | $2287.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $60000.00          | $19009.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $300.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $31000.00          | $10278.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $139999.00         | $93765.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $165000.00         | $130753.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $10997.00          | $1419.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $9992.00           | $1392.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $160924.00         | $72953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1597630.00        | $1203161.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 4.0000%  | 0.0000% | $22000.00          | $9481.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1547.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $43048.00          | $33414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $365000.00         | $273923.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $119000.00         | $94569.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $3826962.00        | $3075726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.0000%  | 0.0000% | $13940.00          | $11763.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1917.00           | $1732.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $16563933.00       | $8364059.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $6000.00           | $2716.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $24441877.00       | $6180594.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $2045.00           | $1316.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $1025.00           | $688.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $1769954.00        | $1237336.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $34079156.00       | $21950968.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $3006.00           | $2039.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $101997.00         | $52374.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $1002.00           | $489.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $4056430.00        | $2234204.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $19553992.00       | $9849946.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $6778194.00        | $3851465.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $3000.00           | $1747.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $395179.00         | $220541.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $500031.00         | $296479.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $2000.00           | $1190.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $165434.00         | $100565.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $3008.00           | $1875.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $2001.00           | $1279.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $4356428.00        | $2777045.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $26941950.00       | $17578802.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $56470452.00       | $43066942.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $1340099.00        | $1030048.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $52552319.00       | $35878289.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $430001.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 2.0000%  | 0.0000% | $436394.00         | $257021.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $12340726.00       | $5833858.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $6737033.00        | $5391469.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $295213.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.0000%  | 0.0000% | $3309013.00        | $346330.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 2.0000%  | 0.0000% | $908975.00         | $38968.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $50176.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-20      | 4.0000%  | 0.0000% | $193044.00         | $3731.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1074999.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $68149.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-20      | 4.0000%  | 0.0000% | $745055.00         | $34156.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $67364.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $1044098.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1182698.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $156983.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $561514.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $36095.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 3.5000%  | 0.0000% | $5706.00           | $551.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $1113897.00        | $184324.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $1024.00           | $320.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $4400079.00        | $2054842.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $15251520.00       | $10646867.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $1970000.00        | $1371020.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $6741760.00        | $4499515.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.5000%  | 0.0000% | $945205.00         | $584994.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $905495.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $700001.00         | $313788.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $70913.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $96281775.00       | $39325593.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1182521.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $21942.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $50306.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $955289.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1083552.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $2033.00           | $1893.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1152028.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1433.00           | $1378.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1003134.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1135906.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $34792.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27879.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $466594.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $990518.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $873168.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $849022.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $431971.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1210188.00        | $1201398.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1201850.00        | $1197533.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1137503.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $1141496.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $220728.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1084443.00        | $1137337.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1105241.00        | $1143889.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $635622.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1112467.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $1110442.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $325162.00         | $337907.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $1481271.00        | $1171558.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $832634.00         | $798403.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $960017.00         | $962383.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1153424.00        | $1186729.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1117299.00        | $1170376.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $1091129.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1089806.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $755742.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1043517.00        | $1084812.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1056386.00        | $352217.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 7.5000%  | 0.0000% | $79745.00          | $21.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $17400128.00       | $657353.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $10577125.00       | $8584788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $8212.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-09-01      | 4.0000%  | 0.0000% | $16000.00          | $52.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-01-01      | 3.5000%  | 0.0000% | $63000.00          | $21.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-01-01      | 3.5000%  | 0.0000% | $27000.00          | $14.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $7000.00           | $1513.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $2000.00           | $366.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $3010.00           | $288.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.0000%  | 0.0000% | $22000.00          | $13783.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 6.0000%  | 0.0000% | $7000.00           | $4285.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 3.0000%  | 0.0000% | $5000.00           | $627.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 2.0000%  | 0.0000% | $34140.00          | $21609.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.0000%  | 0.0000% | $17000.00          | $11588.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $19768.00          | $9869.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $21954.00          | $14155.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $21000.00          | $14666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1004.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $80000.00          | $64476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $6477.00           | $970.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $51000.00          | $10131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.0000%  | 0.0000% | $7000.00           | $4358.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1184.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $7998.00           | $5207.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.0000%  | 0.0000% | $14000.00          | $10416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $15998.00          | $10872.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1567.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2312.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $6048.00           | $4841.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $6000.00           | $4815.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $25000.00          | $19505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $1044990.00        | $767528.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1654.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3355.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $246784.00         | $163756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $284513.00         | $268444.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $6048.00           | $5193.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3764.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $2000.00           | $434.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $194315.00         | $149457.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $95000.00          | $74717.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $305000.00         | $179128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $3320.00           | $2114.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $199000.00         | $171106.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1406771.00        | $681022.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%  | 0.0000% | $595000.00         | $9478.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.5000%  | 0.0000% | $5490507.00        | $23335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 6.5000%  | 0.0000% | $6423692.00        | $29560.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 6.5000%  | 0.0000% | $5045502.00        | $32041.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.5000%  | 0.0000% | $190018.00         | $5653.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-01-01      | 3.5000%  | 0.0000% | $50000.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-01-01      | 4.0000%  | 0.0000% | $49038.00          | $18.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-01-01      | 3.5000%  | 0.0000% | $39000.00          | $13.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-01-01      | 3.5000%  | 0.0000% | $40000.00          | $22.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $7954.00           | $246.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.0000%  | 0.0000% | $109999.00         | $6029.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $1848.00           | $129.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $81255.00          | $5127.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $384992.00         | $26910.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.5000%  | 0.0000% | $96953.00          | $16806.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.0000%  | 0.0000% | $581000.00         | $108775.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $673676.00         | $86732.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 3.0000%  | 0.0000% | $2630000.00        | $259722.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $1275072.00        | $222104.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $123652.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $4799000.00        | $357540.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1570124.00        | $162560.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 3.0000%  | 0.0000% | $156997.00         | $12263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.5000%  | 0.0000% | $431708.00         | $6907.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $12000.00          | $10043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $85000.00          | $81120.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.0000%  | 0.0000% | $374618.00         | $334869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5104.00           | $5346.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $3513.00           | $3591.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.5000%  | 0.0000% | $447391.00         | $441352.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1890800.00        | $1963758.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $8403406.00        | $8607407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3387637.00        | $3461188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3986568.00        | $4062296.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $15277021.00       | $15457182.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 7.0000%  | 0.0000% | $341644.00         | $363120.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $3222713.00        | $3238047.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $7611426.00        | $7633004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $998113.00         | $1044995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $8200.00           | $8363.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $116600.00         | $117535.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $764291.00         | $766399.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3184639.00        | $3257121.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2854230.00        | $2943196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1236700.00        | $1284268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $732000.00         | $98322.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $541415.00         | $94954.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $81000.00          | $9030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $7583.00           | $2826.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $2153.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $23195.00          | $5314.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $28992.00          | $8151.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.5000%  | 0.0000% | $19000.00          | $4613.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $508604.00         | $148613.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $39000.00          | $5540.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 2.5000%  | 0.0000% | $480000.00         | $115604.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $100885.00         | $47596.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $6000.00           | $4019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $99963.00          | $66756.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.5000%  | 0.0000% | $263674.00         | $170979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $199289.00         | $207905.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $8000.00           | $5719.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $25176.00          | $15234.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.0000%  | 0.0000% | $27000.00          | $22932.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $24000.00          | $3677.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $279.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $13598.00          | $2976.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $377729.00         | $159039.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $1391046.00        | $712030.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1240960.00        | $751625.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $20176.00          | $13156.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $3999000.00        | $2451116.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1408.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $5822.00           | $3957.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $12000.00          | $8804.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $85000.00          | $61773.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $8499.00           | $6725.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $25140.00          | $20267.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $18000.00          | $14332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $3043328.00        | $2818545.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1963777.00        | $1872078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $299952.00         | $257246.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $2781241.00        | $2353012.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $11271792.00       | $11442582.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $9267822.00        | $9454306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 2.5000%  | 0.0000% | $4901168.00        | $4213730.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $6489573.00        | $6692379.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%  | 0.0000% | $28350210.00       | $27500498.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $5461.00           | $897.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 5.0000%  | 0.0000% | $16350.00          | $4722.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $87999.00          | $7983.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $850.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.0000%  | 0.0000% | $138000.00         | $36621.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $2000.00           | $494.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1879.00           | $579.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $894.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1120.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%  | 0.0000% | $3000.00           | $874.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $45999.00          | $15526.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $13591.00          | $8710.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $125000.00         | $80792.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $26194.00          | $14205.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1213.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 3.0000%  | 0.0000% | $71095.00          | $26038.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 3.0000%  | 0.0000% | $549000.00         | $360941.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5079.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $55000.00          | $37159.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $28997.00          | $18295.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $2460050.00        | $1569109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 4.5000%  | 0.0000% | $12000.00          | $7244.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1197.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $18000.00          | $13723.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $150000.00         | $101809.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $3217.00           | $2559.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $482000.00         | $351982.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.0000%  | 0.0000% | $1505921.00        | $1099980.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $12431.00          | $8513.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1760.00           | $1339.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $7000.00           | $5394.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $482506.00         | $358089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $1574770.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $149685.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $4017000.00        | $3227444.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $40032.00          | $32440.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $300000.00         | $227413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $290000.00         | $274759.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $600000.00         | $483610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $30000.00          | $28022.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $812933.00         | $762470.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $763000.00         | $94575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 4.5000%  | 0.0000% | $445289.00         | $8923.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $147490.00         | $5896.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $213941.00         | $12488.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $3600000.00        | $228323.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $531266.00         | $38066.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 4.5000%  | 0.0000% | $340000.00         | $8510.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 4.5000%  | 0.0000% | $175000.00         | $8026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 4.0000%  | 0.0000% | $9211870.00        | $430362.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $229.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $3000.00           | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.0000%  | 0.0000% | $31000.00          | $2530.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.0000%  | 0.0000% | $57000.00          | $9923.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $581000.00         | $75940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.0000%  | 0.0000% | $2799000.00        | $451637.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $670192.00         | $344240.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $909999.00         | $488775.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $1318690.00        | $675511.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.5000%  | 0.0000% | $6000.00           | $638.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 4.0000%  | 0.0000% | $5000000.00        | $141380.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $1157000.00        | $209176.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $5000.00           | $703.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $13271.00          | $3535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $7000.00           | $3890.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $24000.00          | $21602.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1240.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $25000.00          | $22274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2760.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.5000%  | 0.0000% | $1294565.00        | $706996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.5000%  | 0.0000% | $16599.00          | $9896.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $11703.00          | $7422.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $695000.00         | $538119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $12000.00          | $9318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $54964.00          | $43000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $14000.00          | $11080.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $6000.00           | $4832.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1550.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $16217.00          | $10679.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $129000.00         | $107507.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4214.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $61000.00          | $50460.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.0000%  | 0.0000% | $3000.00           | $2520.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $31000.00          | $26156.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2608.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3384.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 4.0000%  | 0.0000% | $6000.00           | $5518.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $24999.00          | $23310.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3287.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1095954.00        | $890498.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4547.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $6000.00           | $5445.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $6536.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3263.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $9000.00           | $7721.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.0000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1784.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2750.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $30000.00          | $28545.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $8000.00           | $6770.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $41000.00          | $37779.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $8000.00           | $7181.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $140000.00         | $135859.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1070453.00        | $1046083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $250000.00         | $243677.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4838407.00        | $4680784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.5000%  | 0.0000% | $22000.00          | $19966.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1888.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2904.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $810000.00         | $806640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $11317915.00       | $11361059.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $353044.00         | $351689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $5316576.00        | $5228810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1157196.00        | $1160388.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $4412763.00        | $4489775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.0000%  | 0.0000% | $101551.00         | $104187.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.0000%  | 0.0000% | $42435.00          | $40947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $1498501.00        | $1483410.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.5000%  | 0.0000% | $1032000.00        | $1029714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $2795797.00        | $69065.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $1295668.00        | $32163.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%  | 0.0000% | $507000.00         | $25137.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3754.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1638.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $968770.00         | $974152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2524960.00        | $2572843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $5534663.00        | $5740169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2911888.00        | $2949941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $266800.00         | $268559.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1020254.00        | $1026552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1885120.00        | $1950994.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $4471512.00        | $4696729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1217550.00        | $1232521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1122575.00        | $1162245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $5999.00           | $5687.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3983.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1731.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $32369664.00       | $33337420.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $11354624.00       | $11636151.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1231112.00        | $1260692.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $4406272.00        | $4591697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $115095.00         | $104393.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $70555459.00       | $71332763.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.0000%  | 0.0000% | $1894852.00        | $1814088.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $6235895.00        | $6132953.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1906.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1623.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-12-01      | 4.0000%  | 0.0000% | $508145.00         | $503027.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14817.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 3.5000%  | 0.0000% | $9752110.00        | $784996.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.5000%  | 0.0000% | $13647373.00       | $1185655.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.0000%  | 0.0000% | $6796006.00        | $736461.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 3.5000%  | 0.0000% | $222386.00         | $18493.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $495049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $15026.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $246337.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 5.0000%  | 0.0000% | $1436000.00        | $72441.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-20      | 4.0000%  | 0.0000% | $1975716.00        | $161857.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.5000%  | 0.0000% | $4770744.00        | $354566.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 5.5000%  | 0.0000% | $126056.00         | $7658.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $9405.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $11123.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 3.5000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 5.5000%  | 0.0000% | $119289.00         | $11883.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $303353.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.0000%  | 0.0000% | $5835517.00        | $454641.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $6110040.00        | $640203.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $5268.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $98966.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $249476.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 5.0000%  | 0.0000% | $1794923.00        | $143044.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.0000%  | 0.0000% | $3964173.00        | $433429.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.5000%  | 0.0000% | $895853.00         | $129563.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $274876.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 5.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $30583.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 6.5000%  | 0.0000% | $285733.00         | $34236.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $536861.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.0000%  | 0.0000% | $6824010.00        | $644677.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $313414.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 4.0000%  | 0.0000% | $5375000.00        | $524832.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 4.5000%  | 0.0000% | $5802216.00        | $544923.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $26464.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $658821.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 2.5000%  | 0.0000% | $1601770.00        | $262584.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $135845.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2710.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $1273713.00        | $175835.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $665986.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $388580.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $26115613.00       | $12956143.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $16535053.00       | $7341815.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $2000.00           | $740.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $18036.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $1268912.00        | $553403.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $926150.00         | $266258.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $341000.00         | $107065.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $14001.00          | $6701.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $3631.00           | $1211.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22892.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3849.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $618818.00         | $456266.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.0000%  | 0.0000% | $431855.00         | $286570.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.5000%  | 0.0000% | $169030.00         | $97099.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-20      | 6.5000%  | 0.0000% | $2317058.00        | $796736.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.5000%  | 0.0000% | $1001.00           | $648.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.0000%  | 0.0000% | $246014.00         | $121736.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $77040.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $463475.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1683.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $1494033.00        | $929015.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $15907717.00       | $12068554.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $424597.00         | $329232.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $3000.00           | $1660.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $1000.00           | $350.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $6054656.00        | $4144322.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $591197.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.0000%  | 0.0000% | $50000.00          | $33086.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.0000%  | 0.0000% | $4137876.00        | $2663599.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $16242560.00       | $11718298.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $942920.00         | $676605.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $18716007.00       | $8505007.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $130537924.00      | $98887331.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1299980.00        | $772047.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $752459.00         | $483079.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $377000.00         | $352964.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $25526.00          | $13787.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.0000%  | 0.0000% | $702258.00         | $566822.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 3.0000%  | 0.0000% | $858329.00         | $648674.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $112201.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $1644770.00        | $312179.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8434.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $71930.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1303987.00        | $1210618.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $80735.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14272.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $34867.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $323106.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $44771.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $68492.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $234254.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $2099.00           | $1591.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $9376.00           | $6998.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $485473.00         | $377924.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $99661.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $932279.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $52058.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $301016.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1365.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $10068400.00       | $5706696.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7096680.00        | $4450920.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $633791.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $2355128.00        | $1358850.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 4.0000%  | 0.0000% | $1021484.00        | $889620.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 5.5000%  | 0.0000% | $6656.00           | $5924.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $967448.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $1202050.00        | $255180.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1136996.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $972198.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $788921.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $1064168.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1370808.00        | $1220678.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $955718.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $5831367.00        | $4838665.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $14700.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $971896.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $737404.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $950671.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.5000%  | 0.0000% | $7799780.00        | $7048597.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $692171.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1082042.00        | $1115647.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $729370.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $936926.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $14655261.00       | $15300925.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $3020.00           | $3157.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $1097952.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.5000%  | 0.0000% | $1045709.00        | $1080007.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1144194.00        | $1189004.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1034202.00        | $1073170.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $1088649.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $872378.00         | $920488.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $828850.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $928644.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $1146051.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1089314.00        | $1135748.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $998013.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1003091.00        | $1054931.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.0000%  | 0.0000% | $1171521.00        | $1052305.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1068873.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1015268.00        | $1058106.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1057834.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $1009791.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $38971.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $906548.00         | $970165.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $66464.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1134447.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1053302.00        | $1101620.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1127398.00        | $1172853.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1043142.00        | $1123020.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1027400.00        | $1070128.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1002.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $75816.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1098156.00        | $1153832.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $4082675.00        | $4392967.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2271842.00        | $2312735.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $2176.00           | $2229.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $580105.00         | $621801.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $408912.00         | $383798.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $602285.00         | $476468.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1132092.00        | $1082634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $781920.00         | $710214.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $1443.00           | $838.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $2274304.00        | $2029373.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $927.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.0000%  | 0.0000% | $172118.00         | $170315.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $4520353.00        | $4609872.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.0000%  | 0.0000% | $234999.00         | $223379.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.0000%  | 0.0000% | $3905636.00        | $3716948.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1741344.00        | $1806275.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1129432.00        | $1175078.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1044121.00        | $1102193.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $547588.00         | $569260.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3000.00           | $3079.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $1002.00           | $1083.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 6.5000%  | 0.0000% | $25210798.00       | $15610.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-20      | 6.0000%  | 0.0000% | $2788268.00        | $35293.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-20      | 8.5000%  | 0.0000% | $10793845.00       | $6619.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-20      | 8.0000%  | 0.0000% | $8498423.00        | $7523.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-20      | 6.5000%  | 0.0000% | $64013862.00       | $96460.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 6.5000%  | 0.0000% | $383091721.00      | $1052160.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 5.5000%  | 0.0000% | $4237.00           | $130.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-20      | 6.5000%  | 0.0000% | $1790790.00        | $23551.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 4.0000%  | 0.0000% | $4290152.00        | $206281.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 5.0000%  | 0.0000% | $3915388.00        | $98140.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 4.5000%  | 0.0000% | $307091.00         | $10773.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 3.5000%  | 0.0000% | $15844095.00       | $965373.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $3037.00           | $157.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.5000%  | 0.0000% | $2280816.00        | $114079.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $58401.00          | $2342.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 6.0000%  | 0.0000% | $804002.00         | $22114.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $3088000.00        | $125989.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $7128696.00        | $348368.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $1100.00           | $53.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $7718120.00        | $5194623.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $29009246.00       | $29579436.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $51093205.00       | $51936586.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $15703356.00       | $16002631.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2168365.00        | $2192934.00        | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority               | 2060-09-15      | 4.6250%  | 0.0000% | $38000.00          | $35103.00          | Agency Debentures and Agency Strips |

### Security 244: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.050000%
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $429771200.00      | $433500061.00      | U.S. Treasuries (including strips) |

### Security 245: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058A70, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR058A707791567CG
- **C.18 - Value (incl. sponsor support):** $984998916.50
- **C.18.a - Value (excl. sponsor support):** $984998916.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $22071638.00       | $10665396.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $267855210.00      | $215112466.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1117278.00        | $451054.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $60901061.00       | $40595197.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $7344646.00        | $5255922.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $1230970.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $287150.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $200631.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $6144942.00        | $4382162.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1392522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1085217.00        | $1102766.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $6132792.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1041073.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1061729.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1119122.00        | $708202.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1036948.00        | $1060404.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2028496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $286105.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $91819.00          | $85506.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1894374.00        | $1894050.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $978393.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1733864.00        | $1563687.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1058720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3595017.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $468400.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1650792.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2275409.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1714211.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1334627.00        | $1115825.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $4438894.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1604694.00        | $995465.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1093466.00        | $1113338.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $388284.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $781656.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $445589.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $933877.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1281330.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $904395.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $149613.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1529318.00        | $1450522.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1478428.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1823487.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $78621.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1181457.00        | $858081.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $162463.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1022572.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $647608.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1563439.00        | $1479750.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1324090.00        | $795928.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $876817.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $1920493.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1091059.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1064419.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1396771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.0000%  | 0.0000% | $1547065.00        | $995760.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $297995.00         | $258311.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $19916351.00       | $15220963.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $39760003.00       | $34871814.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $312059.00         | $238382.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $14553942.00       | $12219050.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $80794948.00       | $36715183.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $102481880.00      | $62996026.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $3387746.00        | $1675292.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.5000%  | 0.0000% | $33182663.00       | $25999358.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 4.5000%  | 0.0000% | $1148437.00        | $1074476.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $50576788.00       | $42426231.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $627148.00         | $313431.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $125471735.00      | $51248020.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $241301.00         | $225917.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.0000%  | 0.0000% | $270000.00         | $246918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $100000.00         | $86130.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $43346000.00       | $32709801.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $126041676.00      | $51902166.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 2.5000%  | 0.0000% | $773524.00         | $567709.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.5000%  | 0.0000% | $124312.00         | $117268.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $507847680.00      | $202873183.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $467303.00         | $293623.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $272161.00         | $241430.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2051018.00        | $2072460.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4422917.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $5032724.00        | $3239533.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1165382.00        | $678301.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2116257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $203377.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1884921.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $2164588.00        | $1731897.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $1313592.00        | $1146432.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1219592.00        | $750190.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $3264759.00        | $993186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2683331.00        | $2035484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $922927.00         | $628670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $213445.00         | $55723.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1517368.00        | $1151755.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1687338.00        | $767329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4195936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2837586.00        | $1987554.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $5249733.00        | $3477224.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $3054177.00        | $2255819.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2085011.00        | $1480372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $2367462.00        | $2014877.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $1177392.00        | $985593.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1346679.00        | $1207325.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $99361.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1382652.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $7083440.00        | $7182638.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $905545.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1209755.00        | $941847.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $980640.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $167150.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1669950.00        | $1715526.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $242370.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $335415.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $1810053.00        | $1861865.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $2102161.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $655329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $2140362.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1485865.00        | $1184491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $691025.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8884777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $99193.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $5138949.00        | $2204525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $1200699.00        | $1182245.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.0000%  | 0.0000% | $1423138.00        | $1402097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2331077.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $1861484.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1814720.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1188260.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1215986.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $1867746.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $119680.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1120165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $696603.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $95371.00          | $88992.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $199513.00         | $153253.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $725422.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1094614.00        | $247515.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $193329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $158851.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $726596.00         | $570215.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $18447.00          | $11181.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities |

### Security 246: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467791564BA
- **C.18 - Value (incl. sponsor support):** $946240029.00
- **C.18.a - Value (excl. sponsor support):** $946240029.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 3.5000%  | 0.0000% | $68464150.00       | $6033970.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $50470060.00       | $5966825.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $45678544.00       | $6308415.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | 0.0000% | $37100000.00       | $6412853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-11-01      | 3.5000%  | 0.0000% | $32028745.00       | $6196019.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $44001929.00       | $6414443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $31852898.00       | $5791408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $26270394.00       | $5228029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-06-01      | 3.5000%  | 0.0000% | $32128096.00       | $5868052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $34093418.00       | $5957425.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $30464523.00       | $6558786.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $29825183.00       | $6170258.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 4.0000%  | 0.0000% | $26532769.00       | $5667330.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | 0.0000% | $31791503.00       | $6669853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.0000%  | 0.0000% | $27566977.00       | $5465626.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.0000%  | 0.0000% | $18931874.00       | $5029506.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 3.5000%  | 0.0000% | $26126529.00       | $5751615.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $67222950.00       | $5840805.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $37308993.00       | $5893131.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $65964937.00       | $5448253.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $34412353.00       | $5001194.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $36756497.00       | $5662065.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $48085000.00       | $6109506.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $33806501.00       | $6513227.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $30235918.00       | $5798847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.5000%  | 0.0000% | $45616968.00       | $6492286.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $35024349.00       | $6402546.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $62248857.00       | $6327300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $36831997.00       | $5773346.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.0000%  | 0.0000% | $34603451.00       | $6563625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $28490877.00       | $5661987.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.0000%  | 0.0000% | $28667861.00       | $5172574.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $40341210.00       | $6669418.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $39507827.00       | $6049227.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $34439487.00       | $5181935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $41571931.00       | $6040185.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.0000%  | 0.0000% | $22831442.00       | $5566608.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $94376046.00       | $5079361.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $62920366.00       | $5933662.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $50188492.00       | $5031180.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $31000000.00       | $5306185.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $17592610.00       | $5253199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.0000%  | 0.0000% | $27236711.00       | $5851306.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.5000%  | 0.0000% | $53831468.00       | $5120076.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.5000%  | 0.0000% | $34137334.00       | $5211456.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.5000%  | 0.0000% | $31673733.00       | $5061936.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.5000%  | 0.0000% | $47030189.00       | $5339196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.5000%  | 0.0000% | $23362280.00       | $4959122.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-11-01      | 3.5000%  | 0.0000% | $32551541.00       | $6332394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $31000000.00       | $6109651.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-12-01      | 3.5000%  | 0.0000% | $77838356.00       | $5849980.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | 0.0000% | $35819353.00       | $7103347.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $59829435.00       | $9138973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 3.0000%  | 0.0000% | $37697502.00       | $5470444.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $45519125.00       | $5142986.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | 0.0000% | $34204535.00       | $6494198.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $38168078.00       | $6289482.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.5000%  | 0.0000% | $34139000.00       | $5867729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.5000%  | 0.0000% | $23866728.00       | $5014384.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 3.5000%  | 0.0000% | $49819493.00       | $6481119.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.0000%  | 0.0000% | $30624695.00       | $5999408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $31571716.00       | $5348729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $26794251.00       | $5543033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $39468800.00       | $7202721.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $44428696.00       | $6608561.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $31382823.00       | $5837534.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $32044318.00       | $5067788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $22960428.00       | $5642312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $42894386.00       | $6913296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $27666078.00       | $5428401.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 3.5000%  | 0.0000% | $34931935.00       | $6518725.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-11-01      | 3.5000%  | 0.0000% | $75976482.00       | $6142186.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.0000%  | 0.0000% | $19856137.00       | $4969677.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $22106197.00       | $5333683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $99075793.00       | $6446221.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $28895506.00       | $5577983.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $80159985.00       | $6372975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $44320000.00       | $6672420.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.5000%  | 0.0000% | $25788631.00       | $5701303.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | 0.0000% | $70000000.00       | $5162752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $37018067.00       | $6263558.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 3.0000%  | 0.0000% | $50702519.00       | $5315619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.0000%  | 0.0000% | $14703990.00       | $7737214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 3.5000%  | 0.0000% | $100025467.00      | $6399443.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $50039103.00       | $7974331.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $50337649.00       | $7777831.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $90893149.00       | $7405024.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $98883819.00       | $8632987.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $109873630.00      | $7706935.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $77216302.00       | $5446167.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $50952335.00       | $7041710.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120430751.00      | $9362218.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120900170.00      | $9039696.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $62973111.00       | $8398821.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $26133090.00       | $3318738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $75854033.00       | $8159821.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $70721599.00       | $7668402.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $79921748.00       | $7810729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50480670.00       | $9324871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50385363.00       | $9006521.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50437549.00       | $7753079.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50378758.00       | $7009157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83252885.00       | $9022872.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $49751520.00       | $7444619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $103715309.00      | $7242446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83046856.00       | $8775610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $50795447.00       | $8538496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $60898476.00       | $9017654.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $44587195.00       | $5293956.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $50469420.00       | $8669917.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $50375565.00       | $7109700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $59589709.00       | $6910204.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $50509471.00       | $8053038.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $50242715.00       | $6436086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $50336667.00       | $6985253.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $50940274.00       | $8806992.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $48454079.00       | $9266244.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.0000%  | 0.0000% | $49684352.00       | $6907397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $44270752.00       | $8433851.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $67482435.00       | $8161272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50149535.00       | $8879904.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50065269.00       | $6941919.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50455018.00       | $9428634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $48604453.00       | $8665049.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $55908335.00       | $8315250.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $45260142.00       | $8902432.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-12-01      | 4.5000%  | 0.0000% | $43401590.00       | $6757242.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-01-01      | 4.5000%  | 0.0000% | $61874955.00       | $7603064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $105000000.00      | $8716027.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $50000000.00       | $7292680.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $50735232.00       | $8329263.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $56792967.00       | $8048411.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 4.5000%  | 0.0000% | $56784629.00       | $9370086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-10-01      | 4.5000%  | 0.0000% | $59267982.00       | $8364520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-11-01      | 4.5000%  | 0.0000% | $51373920.00       | $5316509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-09-01      | 4.5000%  | 0.0000% | $45585539.00       | $8036077.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $75232430.00       | $8391286.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 4.0000%  | 0.0000% | $1368940.00        | $256804.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 4.0000%  | 0.0000% | $32011637.00       | $7116423.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-09-01      | 4.0000%  | 0.0000% | $37917136.00       | $7234019.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 3.5000%  | 0.0000% | $62356711.00       | $5879254.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 4.0000%  | 0.0000% | $42287579.00       | $7726628.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 3.0000%  | 0.0000% | $25828740.00       | $6026181.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.5000%  | 0.0000% | $70559127.00       | $9104087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | 0.0000% | $56376404.00       | $6880874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 3.5000%  | 0.0000% | $163639709.00      | $8549345.00        | Agency Mortgage-Backed Securities |

### Security 247: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.050000%
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $429771200.00      | $433500061.00      | U.S. Treasuries (including strips) |

### Security 248: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0593B1, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0593B17791566BA
- **C.18 - Value (incl. sponsor support):** $340012546.00
- **C.18.a - Value (excl. sponsor support):** $340012546.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2043-05-01      | 3.0000%  | 0.0000% | $187073194.00      | $39493905.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.5000%  | 0.0000% | $3115882.00        | $705362.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $37856200.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $399742375.00      | $39371208.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36350196.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $39107494.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $218203469.00      | $39034852.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $38562857.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $313976617.00      | $36942896.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $36682830.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $42023897.00       | $6092199.00        | Agency Mortgage-Backed Securities |

### Security 249: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.050000%
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $79100.00          | $80765.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $625600.00         | $650843.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $1205700.00        | $1240164.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $2588500.00        | $2735899.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $945100.00         | $1007126.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $54300.00          | $57129.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $1150800.00        | $1229633.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $72300.00          | $75989.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $50800.00          | $54349.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $46700.00          | $51701.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $64500.00          | $71728.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $2154500.00        | $2366635.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $2089000.00        | $2271770.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $425600.00         | $441244.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $5034000.00        | $5216377.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $4041500.00        | $3788225.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $8688300.00        | $9055966.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $83700.00          | $83889.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $8393600.00        | $8353916.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $782000.00         | $661619.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1067700.00        | $904910.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $16900.00          | $13439.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $26000.00          | $20573.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $65100.00          | $50010.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $10888400.00       | $5431547.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $401200.00         | $302366.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $2079500.00        | $1248608.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $655100.00         | $615109.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $742900.00         | $688777.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $9652100.00        | $9810354.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $929900.00         | $938321.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $9495400.00        | $9667417.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $327400.00         | $337311.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $726400.00         | $725392.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $360126400.00      | $363250996.00      | U.S. Treasuries (including strips) |

### Security 250: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR059CC07791567BN
- **C.18 - Value (incl. sponsor support):** $631999115.20
- **C.18.a - Value (excl. sponsor support):** $631999115.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2034-08-15      | 0.0000%  | 0.0000% | $32.00             | $22.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $6007327.00        | $4115121.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $59178702.00       | $48286685.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $15166906.00       | $8136893.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $120011700.00      | $118631565.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $436664800.00      | $421372799.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $2025200.00        | $817926.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $10511700.00       | $4091995.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $2545700.00        | $917394.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $2268400.00        | $697485.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $11700.00          | $3262.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $35263800.00       | $8783155.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1155100.00        | $1215284.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $9000.00           | $9033.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $13000000.00       | $12719074.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $15360737.00       | $11588509.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $7.00              | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $94.00             | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $24.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $7223701.00        | $3253476.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $22.00             | $7.00              | U.S. Treasuries (including strips) |

### Security 251: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.050000%
- **C.6 - Investment 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: TPR059CC1779156WEL
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $1234750000.00     | $1225729071.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $1250000.00        | $1249883.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $290000000.00      | $274049055.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100000.00         | $94465.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $371000000.00      | $379772345.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $84400000.00       | $86166260.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $9800000.00        | $9885874.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $30000000.00       | $30944924.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $15230000.00       | $15748463.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $63358200.00       | $66827321.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $500000000.00      | $518946043.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $500000000.00      | $507204864.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $698309200.00      | $716343903.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $78500000.00       | $80021638.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $314240000.00      | $327918738.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $218585000.00      | $225915545.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $41000000.00       | $41437564.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $589246200.00      | $591744116.00      | U.S. Treasuries (including strips) |

### Security 252: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC27791565CR
- **C.18 - Value (incl. sponsor support):** $1265495753.50
- **C.18.a - Value (excl. sponsor support):** $1265495753.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $4183800.00        | $3061128.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $6973200.00        | $5465004.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $2310200.00        | $1645300.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $18260800.00       | $13831250.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $395.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $34565900.00       | $11453238.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $14801500.00       | $7775213.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $16135600.00       | $4070399.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $700.00            | $699.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1623300.00        | $1266903.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $132.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $61776500.00       | $39731119.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $29086800.00       | $18933351.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $25730200.00       | $18562962.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $58264500.00       | $49597896.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $536100.00         | $494888.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $6920700.00        | $7074234.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $135787400.00      | $134792066.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $136831500.00      | $129055962.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $129091700.00      | $129670461.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $117010500.00      | $120465000.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $127040300.00      | $133424022.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $11342800.00       | $11275709.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $887.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $112888900.00      | $107573492.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $188.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $88932200.00       | $90910339.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $3603200.00        | $3805073.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $1435000.00        | $1462303.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $83559000.00       | $85850478.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1260800.00        | $1325595.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $29159300.00       | $30014706.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $82367000.00       | $86494353.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $14601000.00       | $14756096.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $24999135.00       | $15817703.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $2287300.00        | $1390550.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $15612300.00       | $9250787.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $100.00            | $40.00             | U.S. Treasuries (including strips) |

### Security 253: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059CC5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR059CC57791566CR
- **C.18 - Value (incl. sponsor support):** $1265495753.50
- **C.18.a - Value (excl. sponsor support):** $1265495753.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $600.00            | $598.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $2021300.00        | $2010264.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $16163500.00       | $15861861.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $137000.00         | $127086.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $155.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $26499000.00       | $20681124.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $52625000.00       | $54178647.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $23647500.00       | $24835777.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $7000000.00        | $6999244.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $97000.00          | $93892.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $19900.00          | $19583.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $200.00            | $176.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $400.00            | $210.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $7179600.00        | $3213733.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $29662800.00       | $11616041.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $20000000.00       | $7743040.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $5217600.00        | $1728826.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $206900.00         | $108684.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $600.00            | $158.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $123000.00         | $31350.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $1774200.00        | $447563.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $400.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $265900.00         | $404560.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $3999900.00        | $4307628.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $22005800.00       | $17246283.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $122.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $3291400.00        | $2131985.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $140.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $200000000.00      | $130185180.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $128.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $213000.00         | $161332.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $77650700.00       | $56020823.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $71062000.00       | $70166478.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $307.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $949.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $9400000.00        | $9544461.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $3298000.00        | $3260980.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $800.00            | $788.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $992.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1900.00           | $1874.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $900.00            | $913.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $1300.00           | $1313.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $30000.00          | $29420.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $9001800.00        | $8827839.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $900.00            | $903.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $896.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $193.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $600.00            | $738.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $9000000.00        | $12127636.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $600.00            | $591.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $266.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $400.00            | $398.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $500.00            | $493.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $12689300.00       | $11876493.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $20000000.00       | $19768584.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $800.00            | $785.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $400.00            | $370.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $195.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $1400.00           | $1349.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $176.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $4999900.00        | $4778308.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $5502300.00        | $5199579.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $700.00            | $614.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $13925500.00       | $13908841.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $950500.00         | $1114879.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $22000800.00       | $21900451.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $9500.00           | $8430.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $285.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $1000800.00        | $987917.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $9185500.00        | $9003470.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $900.00            | $848.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $600.00            | $526.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $19221800.00       | $18893178.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $75000200.00       | $73506202.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $473000.00         | $464255.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $500.00            | $555.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $60274000.00       | $61446686.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $11577100.00       | $11848110.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1429000.00        | $1445338.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $44300.00          | $44647.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $1000300.00        | $1004740.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $700.00            | $700.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $57900.00          | $59369.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1200.00           | $1230.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $2842000.00        | $2925561.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $499900.00         | $506698.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $22438000.00       | $23368699.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $2044400.00        | $2167945.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $4018200.00        | $4061287.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $18507000.00       | $19362892.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $13867000.00       | $14319825.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $206.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $2321500.00        | $2362671.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1200500.00        | $1210293.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $160000000.00      | $172940312.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1411000.00        | $1469817.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $18701600.00       | $19384865.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $700.00            | $707.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $148999700.00      | $149394950.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $390000.00         | $399363.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1024.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $202300.00         | $212564.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $25000000.00       | $25600846.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $7100.00           | $7385.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $10477000.00       | $11001995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $4756400.00        | $4834815.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1031.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $60118600.00       | $61607008.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $22836800.00       | $23563772.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $402.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $200.00            | $161.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $153.00            | $123.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $245.00            | $193.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $141855.00         | $109325.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $57470.00          | $40300.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $246593.00         | $168569.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $4867660.00        | $3164602.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $13246242.00       | $8381295.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $3009350.00        | $1855544.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $17.00             | $14.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $59.00             | $45.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $23.00             | $17.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $81.00             | $60.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $482007.00         | $350594.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $557448.00         | $395903.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $102.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $114.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $8346066.00        | $5496135.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $38.00             | $23.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $186557.00         | $105924.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $471.00            | $259.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $305.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $2710702.00        | $1427499.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $12713027.00       | $6395085.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $599825.00         | $281527.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $60944.00          | $26210.00          | U.S. Treasuries (including strips) |

### Security 254: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059E0B, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR059E0B779156NCG
- **C.18 - Value (incl. sponsor support):** $368161993.60
- **C.18.a - Value (excl. sponsor support):** $368161993.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2055-10-01      | 5.5000%  | 0.0000% | $24420221.00       | $25046473.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $36089929.00       | $36738194.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | 0.0000% | $19085933.00       | $18496529.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $45042432.00       | $45869414.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $39380092.00       | $38683921.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $202691190.00      | $206397519.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1703.00           | $1556.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $3850613.00        | $4047010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $76718.00          | $79353.00          | Agency Mortgage-Backed Securities |

### Security 255: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059E12, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E127791569RO
- **C.18 - Value (incl. sponsor support):** $734999044.50
- **C.18.a - Value (excl. sponsor support):** $734999044.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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  | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $13755440.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $83271860.00       | $70631165.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $26847926.00       | $21630592.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $107498727.00      | $95468736.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $73735645.00       | $55122177.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $437613907.00      | $54144193.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $499906969.00      | $111489596.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $2521122.00        | $2332943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $2076713.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 1.6900%  | 0.0000% | $1485.00           | $915.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1283758.00        | $706160.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $116416574.00      | $37308140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $52334064.00       | $37771674.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $900000.00         | $661648.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $17711748.00       | $13035186.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $62492816.00       | $47944211.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $24414414.00       | $19029378.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $68412399.00       | $58882889.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $77963882.00       | $73207085.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $44372936.00       | $34501160.00       | Agency Mortgage-Backed Securities |

### Security 256: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059E14, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E147791567RO
- **C.18 - Value (incl. sponsor support):** $489999363.00
- **C.18.a - Value (excl. sponsor support):** $489999363.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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 | 2053-04-01      | 6.0000%  | 0.0000% | $3242144.00        | $2314759.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $2236434.00        | $1619673.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $1638654.00        | $1455403.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $1600313.00        | $1578184.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $766644.00         | $508599.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $3532956.00        | $3023814.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $13513352.00       | $1684366.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2687343.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1815514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1849259.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $7037597.00        | $1217658.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 7.0000%  | 0.0000% | $1160742.00        | $1201560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1468858.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $3004435.00        | $2845138.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $2177892.00        | $2229026.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1773170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1338961.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1451841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $3363377.00        | $3372653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1708490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $5508299.00        | $1646941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $5499736.00        | $2333501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $35938162.00       | $27122071.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $7913064.00        | $6590945.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $31797866.00       | $25451465.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $9093337.00        | $8863300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $3611863.00        | $2558722.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $132770355.00      | $104053404.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $68877334.00       | $54559059.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $168868207.00      | $129844687.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $90888385.00       | $85178530.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $3523920.00        | $3230162.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $595419.00         | $609904.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | 0.0000% | $1971022.00        | $1934273.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2532090.00        | $2611443.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $3322464.00        | $3092177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2931872.00        | $2974395.00        | Agency Mortgage-Backed Securities |

### Security 257: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059E66, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059E667791566RO
- **C.18 - Value (incl. sponsor support):** $734999044.50
- **C.18.a - Value (excl. sponsor support):** $734999044.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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   | 2052-09-01      | 5.0000%  | 0.0000% | $123440777.00      | $94505475.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $39970257.00       | $34402597.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $45930923.00       | $36382766.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $1107.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $5201.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 3.0000%  | 0.0000% | $12322000.00       | $4037539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $27250200.00       | $22251402.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $271244.00         | $247849.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1029.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $65741037.00       | $58384075.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $32423066.00       | $28536600.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $24224140.00       | $18848208.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $4864062.00        | $4102129.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $5088495.00        | $4105834.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $2199735.00        | $1953738.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1369778.00        | $1332567.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $149485896.00      | $20923797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $98731264.00       | $21245955.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $733385.00         | $762711.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $24574410.00       | $24480966.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $29622652.00       | $4709134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22483407.00       | $4314979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $433562.00         | $267398.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $32288252.00       | $23762949.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $48357000.00       | $36226146.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $108789395.00      | $103302271.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $22758687.00       | $20059175.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $182844889.00      | $171689006.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $522047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $5226752.00        | $4990340.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $1576000.00        | $3350585.00        | U.S. Treasuries (including strips) |

### Security 258: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059ED3, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR059ED37791568RO
- **C.18 - Value (incl. sponsor support):** $489999314.00
- **C.18.a - Value (excl. sponsor support):** $489999314.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $25267979.00       | $18889453.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $69281267.00       | $51516057.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $462761.00         | $307000.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $209965066.00      | $162018402.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.5000%  | 0.0000% | $64105627.00       | $65291448.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $31563789.00       | $6423990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $1001543.00        | $787410.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $8953572.00        | $8285268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $86770927.00       | $43863845.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $32578184.00       | $24993838.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $22357640.00       | $17426262.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $30782201.00       | $29988136.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $71505505.00       | $70008891.00       | Agency Mortgage-Backed Securities |

### Security 259: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.110001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A01B, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05A01B7791565RO
- **C.18 - Value (incl. sponsor support):** $685000000.00
- **C.18.a - Value (excl. sponsor support):** $685000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $176859257.00      | $36513990.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $74844160.00       | $13391595.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $15549908.00       | $11904911.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $50384.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2116961.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 1.6900%  | 0.0000% | $19909515.00       | $12261253.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4662544.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $11301845.00       | $5878245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $2048442.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1397927.00        | $756860.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6561377.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1007.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1501103.00        | $185725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $11641551.00       | $11054374.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $1307.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $21734.00          | $406.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $4583.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $10532.00          | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 5.0000%  | 0.0000% | $3791.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $62361.00          | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 4.5000%  | 0.0000% | $7447.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 5.5000%  | 0.0000% | $22627.00          | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.5000%  | 0.0000% | $1021.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $9755.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $159332221.00      | $27963228.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $130080524.00      | $14111282.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $312.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $39087184.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $1009.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7343520.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $40072837.00       | $31267767.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $341341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $4587096.00        | $1031027.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $42047963.00       | $11177649.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.5000%  | 0.0000% | $2238000.00        | $609388.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $756171.00         | $427484.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $62623.00          | $54262.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $79875.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2258902.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $5272582.00        | $4819917.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1044248.00        | $924212.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $2222365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $19138.00          | $17964.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $2281116.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1583993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $3008087.00        | $2679289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $2292729.00        | $2195270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $10296540.00       | $7449234.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $112100.00         | $82188.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $53404182.00       | $39114930.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8377184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $3555039.00        | $2657622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $874277.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $2473936.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $4710082.00        | $4049572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3804941.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2677029.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $2231123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1099900.00        | $1011410.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 5.5000%  | 0.0000% | $1008.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $1003.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $1009.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 4.0000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $1001.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $821000.00         | $70991.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $35286.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-11-01      | 3.5000%  | 0.0000% | $5859420.00        | $131306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $1008.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 2.5000%  | 0.0000% | $1001.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-02-01      | 2.0000%  | 0.0000% | $2632000.00        | $99292.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $5250688.00        | $858924.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 4.0000%  | 0.0000% | $200000.00         | $29299.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $540180.00         | $110399.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1120.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $2426117.00        | $426157.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $230531.00         | $46919.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $208.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1024.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0250%  | 0.0000% | $95855.00          | $63889.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 3.5000%  | 0.0000% | $1011.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1002.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%  | 0.0000% | $1024.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 5.5000%  | 0.0000% | $1021.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1892864.00        | $1699249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $125254.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $4962.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1002.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1036611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $47121.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71888.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $1037884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $10000.00          | $9845.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $27588.00          | $26108.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $1138777.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.5000%  | 0.0000% | $873000.00         | $699697.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1020162.00        | $1059558.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1198492.00        | $761990.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $1027573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $232339.00         | $247844.00         | 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% | $1151560.00        | $1180287.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $15269121.00       | $1862073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 4.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $16648.00          | $3868.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $1031709.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9725.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $200000.00         | $58431.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11884.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 4.0000%  | 0.0000% | $4597531.00        | $3528112.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-03-01      | 2.5000%  | 0.0000% | $1040.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $279227.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $113814.00         | $33937.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $1386121.00        | $294564.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $456.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $152996.00         | $15575.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $417.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $308.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $23656682.00       | $2673738.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.5000%  | 0.0000% | $246011.00         | $23246.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3677474.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $36811.00          | $10751.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $772436.00         | $134965.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4366143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $200.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $323464.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.0000%  | 0.0000% | $1008.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $398000.00         | $80029.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $94379.00          | $50612.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $54626.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2105453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4737795.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $4030875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $1969377.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3135340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $5737115.00        | $4747340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $4133999.00        | $3268244.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $3923522.00        | $3432829.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2347876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.5000%  | 0.0000% | $15700000.00       | $3793091.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $45821270.00       | $11852041.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $1024.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $6172368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $816438.00         | $503535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $765102.00         | $649177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $12928121.00       | $10151622.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $7391165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $32996675.00       | $25407613.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $34807286.00       | $28889516.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $17224044.00       | $14346242.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1025.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $4239336.00        | $4132092.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1008.00           | $952.00            | 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    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1024.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $30004069.00       | $29278236.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1008.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $425.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $452.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1008.00           | $422.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 4.5000%  | 0.0000% | $1024.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.5000%  | 0.0000% | $1008.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $447.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $1008.00           | $423.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $422.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $464.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1008.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1007.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $62338412.00       | $48469804.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $40285836.00       | $35281378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $888.00            | 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% | $1280.00           | $1310.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.5000%  | 0.0000% | $1008.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1280.00           | $1295.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1022.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 6.5000%  | 0.0000% | $1009.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 6.0000%  | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%  | 0.0000% | $1118622.00        | $26581.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.0000%  | 0.0000% | $1000.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%  | 0.0000% | $1002.00           | $38.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $5182817.00        | $126492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $1008.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 4.5000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 4.5000%  | 0.0000% | $4995000.00        | $50792.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 4.5000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.5000%  | 0.0000% | $1000.00           | $29.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $1282.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $233601.00         | $25441.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 4.0000%  | 0.0000% | $1081.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $1001.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $219030.00         | $29739.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1024.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.5000%  | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $3993000.00        | $183745.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $2310000.00        | $317116.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 3.0000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 2.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $453.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $42944647.00       | $28526351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $47887540.00       | $37932640.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1131218.00        | $1022753.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 5.5000%  | 0.0000% | $47398001.00       | $817796.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.5000%  | 0.0000% | $1024.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 7.0000%  | 0.0000% | $1024.00           | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $571081.00         | $584974.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $7137.00           | $7169.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $689130.00         | $703253.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 3.0000%  | 0.0000% | $1008.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1280.00           | $1252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1434.00           | $1474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $1024.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1068.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1034.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1885.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1193.00           | $1180.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1280.00           | $1141.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1562.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1991.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1122.00           | $1084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1031.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1126.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1147.00           | $1177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1128.00           | $1123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.0000%  | 0.0000% | $1004.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 3.5000%  | 0.0000% | $247442.00         | $229912.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $1002.00           | $928.00            | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $213.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $119100.00         | $136790.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $7143800.00        | $6445048.00        | U.S. Treasuries (including strips) |

### Security 260: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.050000%
- **C.6 - Investment 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: TPR05A1467791562WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $86906000.00       | $76495656.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $527204000.00      | $497118859.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $200000000.00      | $190981761.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $6390000.00        | $6249425.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $336498400.00      | $345787187.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $146962000.00      | $152605424.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $56500000.00       | $57317481.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $520424000.00      | $522903340.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $150000000.00      | $154840957.00      | U.S. Treasuries (including strips) |

### Security 261: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A1FC, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05A1FC7791565BA
- **C.18 - Value (incl. sponsor support):** $245071687.00
- **C.18.a - Value (excl. sponsor support):** $245071687.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2042-03-01      | 3.5000%  | 0.0000% | $187964592.00      | $23577615.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.0000%  | 0.0000% | $399000000.00      | $53823081.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 3.5000%  | 0.0000% | $249765051.00      | $50189803.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 3.5000%  | 0.0000% | $493191717.00      | $53307977.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | 0.0000% | $229312212.00      | $50304306.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 2.0000%  | 0.0000% | $48147545.00       | $21147219.00       | Agency Mortgage-Backed Securities |

### Security 262: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A1FE, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: TPR05A1FE7791563WE
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1148223800.00     | $1179919662.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $789258700.00      | $824380389.00      | U.S. Treasuries (including strips) |

### Security 263: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25C, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25C7791569CR
- **C.18 - Value (incl. sponsor support):** $3366237732.80
- **C.18.a - Value (excl. sponsor support):** $3366237732.80
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2026-05-14      | 0.0000%  | 0.0000% | $11240800.00       | $11053573.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $1200.00           | $1196.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $5900.00           | $3948.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $200.00            | $125.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $3000.00           | $1175.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $100.00            | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $3497800.00        | $973871.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2279.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $7409100.00        | $1869034.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $90.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $26912500.00       | $22016940.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $4689300.00        | $3430983.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $3600.00           | $2809.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $25336000.00       | $14494000.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $29305000.00       | $24735034.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $66690900.00       | $66766239.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $5921700.00        | $5948249.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $454963200.00      | $461075540.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $17785300.00       | $18679004.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $4200.00           | $4168.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $198400900.00      | $257565107.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $47919300.00       | $58938127.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $12622500.00       | $12435324.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $1400.00           | $1863.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $22174100.00       | $29502837.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $2600.00           | $2585.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $314309700.00      | $368666337.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $887.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $29352900.00       | $27597064.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $96353900.00       | $104206286.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $131067500.00      | $148090648.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $115009300.00      | $122253439.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $155129000.00      | $172093273.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $250673400.00      | $271483205.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $2587200.00        | $2743546.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $600.00            | $660.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $216951600.00      | $238722109.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $2961700.00        | $3127632.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $61908700.00       | $63086613.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $1676600.00        | $1700680.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1020.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $170232300.00      | $184000170.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $1400.00           | $1450.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $47686800.00       | $51064183.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $412.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $162377400.00      | $172083941.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $88175000.00       | $92648819.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $34342000.00       | $35822641.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $700.00            | $720.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $131631000.00      | $134794601.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 3.8784%  | 0.0000% | $2900.00           | $2906.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $218500000.00      | $233576997.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $6779500.00        | $6938008.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $6069700.00        | $6281761.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $747900.00         | $765758.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $400.00            | $417.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1400.00           | $1441.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $25.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $15.00             | $12.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $1061.00           | $818.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $48.00             | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $86.00             | $59.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $22.00             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $39.00             | $27.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $73.00             | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $164.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $18318.00          | $10538.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $284.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $212.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $15000.00          | $4355.00           | U.S. Treasuries (including strips) |

### Security 264: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A25D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05A25D7791568CR
- **C.18 - Value (incl. sponsor support):** $1682118201.20
- **C.18.a - Value (excl. sponsor support):** $1682118201.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $200.00            | $175.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $74999500.00       | $39440362.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $999800.00         | $261066.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $32252500.00       | $8290086.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $17747600.00       | $4477045.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $300.00            | $75.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $248000600.00      | $210165986.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3600400.00        | $2780066.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $290528300.00      | $177238975.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $700.00            | $359.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $214815800.00      | $138157261.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $194.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $67100.00          | $36432.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $28923000.00       | $20036761.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $27794300.00       | $15900323.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $877400.00         | $624875.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $10183400.00       | $7605969.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $109475900.00      | $102456794.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $201004800.00      | $201939455.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $22247600.00       | $23365533.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $12800.00          | $12723.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $7248000.00        | $7236816.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $160400.00         | $158021.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $175.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $31016300.00       | $31552731.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $1100.00           | $1112.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $1237500.00        | $1261045.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $6504100.00        | $6716491.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $245659700.00      | $251894820.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $72292300.00       | $73369023.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $23266200.00       | $23945538.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $149525000.00      | $151679166.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $44177000.00       | $44415050.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $10918600.00       | $11120258.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $137147800.00      | $141513675.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $58.00             | $46.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $186.00            | $140.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $1570360.00        | $1280222.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $20585322.00       | $15684163.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $20.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $182.00            | $120.00            | U.S. Treasuries (including strips) |

### Security 265: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.070002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A2B4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05A2B47791564JP
- **C.18 - Value (incl. sponsor support):** $834999081.50
- **C.18.a - Value (excl. sponsor support):** $834999081.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-06      | 0.0000%  | 0.0000% | $2468000.00        | $1474011.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2033-05-25      | 4.0800%  | 0.0000% | $915000.00         | $898136.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2026-02-24      | 0.7500%  | 0.0000% | $350000.00         | $348107.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $1061309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.0000%  | 0.0000% | $2938360.00        | $2871292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $501561.00         | $138598.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1014100.00        | $1011511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $38510080.00       | $39652790.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $157566.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 2.5000%  | 0.0000% | $40482.00          | $13254.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $11789.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $108943.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 2.0000%  | 0.0000% | $57187.00          | $27896.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-20      | 4.5000%  | 0.0000% | $172802.00         | $8579.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $662781952.00      | $334675796.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $4500000.00        | $584232.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2673218.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $77701120.00       | $40911223.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-20      | 2.5000%  | 0.0000% | $1349510.00        | $783409.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.5000%  | 0.0000% | $909472.00         | $594380.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 5.5000%  | 0.0000% | $6094600.00        | $5193593.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $20211.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.5000%  | 0.0000% | $1534514.00        | $1407711.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 6.5000%  | 0.0000% | $1021794.00        | $487017.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3143138.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1505370.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11907.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $490049.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $40216.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $729990.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.0000%  | 0.0000% | $1455858.00        | $1211768.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1304989.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $2235150.00        | $1879517.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3187784.00        | $299401.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $804139.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $726277.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1690969.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1646151.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1250793.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $386417.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1317640.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 6.5000%  | 0.0000% | $1303802.00        | $1238634.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3945924.00        | $4105802.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $345501.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30986231.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $837405.00         | $869408.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1090270.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1184368.00        | $1223757.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1768932.00        | $1720022.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1772171.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1008960.00        | $1052345.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1080613.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2710422.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $5776728.00        | $6000407.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1456692.00        | $1515331.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2188481.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1059434.00        | $1088175.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1358206.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1587438.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $469802.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1064416.00        | $1103304.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $2591872.00        | $2750487.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.0000%  | 0.0000% | $1773512.00        | $1780277.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $10104592.00       | $10202310.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1070830.00        | $1077192.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1566110.00        | $1574208.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $871697.00         | $920216.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $827912.00         | $868094.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1664276.00        | $1681376.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1261582.00        | $1302202.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1265666.00        | $1306658.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1699004.00        | $1748814.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1137466.00        | $1145799.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1244102.00        | $1252450.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1421380.00        | $1429824.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $824424.00         | $852315.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $974720.00         | $1006221.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1827450.00        | $1839712.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $16654592.00       | $16651011.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $3507160.00        | $3525292.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1087214.00        | $1081207.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 3.5000%  | 0.0000% | $1010924.00        | $913413.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 6.5000%  | 0.0000% | $437912.00         | $408428.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 2.5000%  | 0.0000% | $129662.00         | $109333.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $103870.00         | $99601.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 3.5000%  | 0.0000% | $309614592.00      | $284063392.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1151022.00        | $1181894.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2703064.00        | $2684132.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $2154548.00        | $2167846.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14762.00          | Agency Mortgage-Backed Securities   |

### Security 266: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A335, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A3357791565CG
- **C.18 - Value (incl. sponsor support):** $691517006.20
- **C.18.a - Value (excl. sponsor support):** $691517006.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $3100.00           | $3225.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $8711700.00        | $8536516.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $586518900.00      | $690714916.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $165800.00         | $167377.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $5091400.00        | $5112800.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $277000.00         | $285065.00         | U.S. Treasuries (including strips) |

### Security 267: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A336, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A336779156DCG
- **C.18 - Value (incl. sponsor support):** $984736228.80
- **C.18.a - Value (excl. sponsor support):** $984736228.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $12212.00          | $2971.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $26409881.00       | $7727618.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1063352573.00     | $268888958.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $17085016.00       | $3872974.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.0000%  | 0.0000% | $5166116.00        | $2032279.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9669558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $56284377.00       | $15298139.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.5000%  | 0.0000% | $375000.00         | $93937.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $70550.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $31011827.00       | $13525005.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $301208333.00      | $88349626.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $4843070.00        | $1318097.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.0000%  | 0.0000% | $10121508.00       | $2504503.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.5000%  | 0.0000% | $1590000.00        | $366688.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $510000.00         | $123240.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.0000%  | 0.0000% | $710238610.00      | $323558837.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $7266999.00        | $2772496.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $40939613.00       | $12795055.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $750000.00         | $205545.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $319000.00         | $100157.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1406193.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $90688513.00       | $42351632.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $17779418.00       | $5909697.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $2588660.00        | $609479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.0000%  | 0.0000% | $2106404.00        | $1240270.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 2.5000%  | 0.0000% | $806618.00         | $626425.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.0000%  | 0.0000% | $108261.00         | $76241.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $2302828.00        | $1694717.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 3.0000%  | 0.0000% | $18767569.00       | $13471591.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 3.0000%  | 0.0000% | $5935135.00        | $4581753.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $1959399.00        | $845847.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $928543.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $960757.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $781095.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-15      | 3.5000%  | 0.0000% | $230134.00         | $151522.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $621524.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $614028.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $744423.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $338416.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $703880.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $4886776.00        | $1732321.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1103777.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 4.0000%  | 0.0000% | $1200000.00        | $601085.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1309769.00        | $619953.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $66190.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $260944.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.5000%  | 0.0000% | $1898957.00        | $1093038.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1135679.00        | $570753.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.5000%  | 0.0000% | $2864523.00        | $1565820.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $372653.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $198839.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $322973.00         | $200895.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $624333.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $774456.00         | $158052.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $61264.00          | $33148.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $152692066.00      | $143047422.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $23868982.00       | $10389135.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.5000%  | 0.0000% | $3061890.00        | $620779.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.0000%  | 0.0000% | $17062945.00       | $8486536.00        | Agency Mortgage-Backed Securities |

### Security 268: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A33E, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A33E7791566BN
- **C.18 - Value (incl. sponsor support):** $3349995310.00
- **C.18.a - Value (excl. sponsor support):** $3349995310.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $487200.00         | $439618.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $85000.00          | $67868.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $4287411.00        | $2048984.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $2250000.00        | $2189408.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $2982000.00        | $1998939.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $3708000.00        | $2010103.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $756700.00         | $404663.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $387400.00         | $204296.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $507900.00         | $219187.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $13253700.00       | $5565189.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $23076400.00       | $9319958.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $141403200.00      | $56455369.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $5434000.00        | $2115348.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $91903700.00       | $35243874.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $32000.00          | $11843.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $100.00            | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $93000.00          | $32619.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $1380000.00        | $465529.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $2100000.00        | $1090463.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $29755000.00       | $8612168.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $35801700.00       | $9980225.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $5116000.00        | $1407202.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $100.00            | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $83867200.00       | $22000044.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $6798000.00        | $1727848.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $187387100.00      | $46672505.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $377000.00         | $377182.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $178686800.00      | $182524619.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $559210000.00      | $580683980.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 3.9304%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $556600000.00      | $570398452.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $515000000.00      | $527552361.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $127494000.00      | $130778994.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $152969600.00      | $153268947.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $720325000.00      | $518827767.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $10460183.00       | $6809412.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $111000.00         | $92450.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $407043740.00      | $332126118.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $202000.00         | $154247.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $23050.00          | $15987.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $203000.00         | $199531.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $573000.00         | $525394.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $124949499.00      | $84504721.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $4095000.00        | $2700182.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $70.00             | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $54.00             | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $39738815.00       | $21931653.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $150097047.00      | $75850942.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $12678791.00       | $6229217.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $6922000.00        | $2689335.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $3471603.00        | $1637125.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $86092.00          | $39424.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $209985.00         | $90715.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $232000.00         | $97389.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $1000000.00        | $413585.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $86000.00          | $35123.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $7999988.00        | $3144835.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $957672.00         | $357590.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $1551890.00        | $546664.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $4964870.00        | $1642513.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $1215242.00        | $396942.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $26000.00          | $7989.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $228000.00         | $65106.00          | U.S. Treasuries (including strips) |

### Security 269: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A3A1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A3A17791565BN
- **C.18 - Value (incl. sponsor support):** $2524996465.00
- **C.18.a - Value (excl. sponsor support):** $2524996465.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $72200.00          | $71833.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $364300.00         | $328721.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $5960900.00        | $3995800.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $110000.00         | $58825.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $10648000.00       | $5615233.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $159736800.00      | $72882151.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $60112800.00       | $25241184.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $97000.00          | $39638.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $13201200.00       | $5197761.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $14668000.00       | $5709959.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $406900.00         | $156041.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $55400.00          | $20998.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $10326600.00       | $3669165.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $2353900.00        | $804469.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $1416000.00        | $435390.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $6428000.00        | $1880833.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $21375800.00       | $6186926.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $1205000.00        | $344652.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $8905000.00        | $2482393.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $11919600.00       | $3278593.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $52624000.00       | $14115862.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $17823000.00       | $4712045.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $15421900.00       | $4045473.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 0.0000%  | 0.0000% | $4316900.00        | $1086348.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $125148900.00      | $31170837.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $24641000.00       | $40440068.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $4580800.00        | $2750480.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $144900.00         | $110127.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $6519300.00        | $5999983.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $4780000.00        | $4529353.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $500.00            | $493.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $322700.00         | $320342.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49205245.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $998100.00         | $983963.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $32844000.00       | $39558167.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $51260600.00       | $50273695.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $11012000.00       | $10552213.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $1689500.00        | $1597016.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $7413500.00        | $7027604.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1800.00           | $1702.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $24496300.00       | $24251881.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $323000.00         | $325900.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $2506100.00        | $2496946.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $22097700.00       | $20976385.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $56308500.00       | $57798719.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $1700.00           | $1716.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $150300.00         | $159855.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $439570000.00      | $451704002.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1686900.00        | $1724716.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $12931900.00       | $13613635.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $199341200.00      | $201803521.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $1323700.00        | $1330006.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1209900.00        | $1218709.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $10529000.00       | $10702850.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1600.00           | $1627.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $4248000.00        | $4290951.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $77333100.00       | $77756928.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $532600.00         | $551278.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $5691700.00        | $5718911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $1666200.00        | $1664036.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $995638600.00      | $997586971.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $88537497.00       | $57636494.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $52.00             | $32.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $25892000.00       | $21126500.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $21794922.00       | $17015993.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $123892.00         | $94604.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $19033980.00       | $13543914.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $207999.00         | $204445.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $162.00            | $146.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $15668000.00       | $10596441.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $14721227.00       | $9706956.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $31201059.00       | $26518591.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $2283954.00        | $1466901.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $13165960.00       | $8233636.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $26583900.00       | $16195497.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $28947.00          | $7989.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $27584000.00       | $14570558.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $68949916.00       | $34351262.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $18089990.00       | $8774314.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $3935125.00        | $1855711.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $205.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $35025713.00       | $15344204.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $17231477.00       | $6857835.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $30005933.00       | $11358146.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $18369122.00       | $6780759.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $27796730.00       | $10031006.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $136.00            | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $1787999.00        | $591518.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $228784.00         | $70301.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $14753.00          | $4213.00           | U.S. Treasuries (including strips) |

### Security 270: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A453, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A4537791563BN
- **C.18 - Value (incl. sponsor support):** $1679997648.00
- **C.18.a - Value (excl. sponsor support):** $1679997648.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $12529200.00       | $8398761.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $200.00            | $81.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $33038300.00       | $11738904.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $2628800.00        | $797370.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $2664900.00        | $2803748.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $3647700.00        | $5986495.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $9435200.00        | $14946610.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $600.00            | $625.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $4819000.00        | $4782175.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $7208800.00        | $7156133.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $7655000.00        | $9764138.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $986000.00         | $970327.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $8220000.00        | $10569734.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $1788100.00        | $1698008.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $16264600.00       | $15752405.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $237196000.00      | $239968357.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $16694600.00       | $16894241.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $351214000.00      | $372624970.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $74511800.00       | $77048347.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $502000.00         | $510928.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1350100.00        | $1361207.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $2449100.00        | $2521107.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $22533700.00       | $22624436.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $655674400.00      | $674205120.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $48962200.00       | $49230540.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $136198200.00      | $138735195.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $10018200.00       | $10354174.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $1265773.00        | $867076.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $17862140.00       | $10750829.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $163.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $1526611.00        | $537759.00         | U.S. Treasuries (including strips) |

### Security 271: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A4B8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05A4B87791564BN
- **C.18 - Value (incl. sponsor support):** $2517171451.00
- **C.18.a - Value (excl. sponsor support):** $2517171451.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $18629300.00       | $10098925.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $5324000.00        | $2807617.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $11513000.00       | $7886601.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $15363000.00       | $12266480.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $220098.00         | $168067.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $9242011.00        | $6576292.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $1724000.00        | $549801.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2017623.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $19298800.00       | $12936661.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $22478700.00       | $12021024.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $3058100.00        | $1284087.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $353600.00         | $144496.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $6543800.00        | $2642871.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $100.00            | $39.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $5853700.00        | $2278728.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $2495900.00        | $957145.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $100.00            | $38.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $6040000.00        | $2176635.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $65431600.00       | $23248633.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $945000.00         | $314942.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $60000.00          | $18858.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $20651800.00       | $6349995.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $1497800.00        | $454314.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $30667800.00       | $8973398.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $180027200.00      | $52106353.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $18751100.00       | $5227132.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $12056000.00       | $3162530.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 0.0000%  | 0.0000% | $179000000.00      | $45915290.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $3601000.00        | $915266.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $46090800.00       | $11479836.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $165000.00         | $173597.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $61999100.00       | $97726536.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $21010000.00       | $33282631.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $182918400.00      | $170457338.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $26804400.00       | $26450005.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $17568700.00       | $16835150.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $428300000.00      | $433305989.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $3106000.00        | $3297394.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $144000000.00      | $147775122.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $169739900.00      | $176897638.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $84678000.00       | $86864915.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $761285900.00      | $765482928.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $170696076.00      | $122947092.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $39770517.00       | $24570106.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $111000.00         | $92450.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $82800125.00       | $67560514.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $251000.00         | $246711.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $134000.00         | $122867.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $37215000.00       | $25168914.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $23239543.00       | $19155704.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $11712266.00       | $7135370.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $121359585.00      | $65108204.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $413000.00         | $205759.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $19035837.00       | $9352497.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $25951871.00       | $10082821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $16434297.00       | $7971242.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $225000.00         | $106105.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $202000.00         | $92501.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $83.00             | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $877999.00         | $379303.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $14970010.00       | $6284141.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $202000.00         | $82499.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $6943733.00        | $2628411.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $4849962.00        | $1767321.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $411995.00         | $141445.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $1235421.00        | $413888.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $70.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $542654.00         | $154955.00         | U.S. Treasuries (including strips) |

### Security 272: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A57A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A57A779156FCG
- **C.18 - Value (incl. sponsor support):** $1964997642.00
- **C.18.a - Value (excl. sponsor support):** $1964997642.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.0000%  | 0.0000% | $277945873.00      | $176745317.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 2.5000%  | 0.0000% | $495871757.00      | $318983197.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $36747624.00       | $24658261.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $83179064.00       | $58066107.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $151000.00         | $106832.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $58356192.00       | $38146596.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $2000000.00        | $1361498.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $321227046.00      | $224562763.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $35726533.00       | $25923513.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.5000%  | 0.0000% | $156873.00         | $115665.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 2.5000%  | 0.0000% | $276955657.00      | $178391885.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.0000%  | 0.0000% | $25286058.00       | $17149717.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $41369175.00       | $29099811.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $85411230.00       | $62094566.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $19503085.00       | $12635714.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $709776057.00      | $452769526.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $302271456.00      | $197222924.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9199617.00        | $6367236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.0000%  | 0.0000% | $3517.00           | $2210.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.5000%  | 0.0000% | $172008.00         | $112739.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $146000.00         | $108555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 5.5000%  | 0.0000% | $289162.00         | $177815.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.0000%  | 0.0000% | $1534412.00        | $851315.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $4532671.00        | $3025148.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.0000%  | 0.0000% | $19894498.00       | $14727875.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $1023972.00        | $748356.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 6.5000%  | 0.0000% | $126000.00         | $89556.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $28532765.00       | $17742149.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.5000%  | 0.0000% | $118503.00         | $73342.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.5000%  | 0.0000% | $1941047.00        | $1288246.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 2.5000%  | 0.0000% | $7956195.00        | $5199726.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.5000%  | 0.0000% | $5294546.00        | $4225290.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 2.5000%  | 0.0000% | $180166.00         | $119111.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.5000%  | 0.0000% | $8539183.00        | $5749689.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 2.0000%  | 0.0000% | $3944353.00        | $2689234.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 2.0000%  | 0.0000% | $234350.00         | $162689.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2733918.00        | $1590612.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $837075.00         | $833799.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $3966584.00        | $3614081.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $1663123.00        | $1460702.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $881376.00         | $791853.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 6.0000%  | 0.0000% | $150000.00         | $154894.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $2683496.00        | $2021765.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1853652.00        | $870197.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-15      | 5.0000%  | 0.0000% | $6846484.00        | $4872560.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 3.5000%  | 0.0000% | $575933.00         | $502499.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $1586005.00        | $1037254.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $2586397.00        | $1377298.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.5000%  | 0.0000% | $1797995.00        | $1674589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $276226.00         | $73073.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $2412403.00        | $1960596.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $1696280.00        | $1541020.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $300000.00         | $177732.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $2363564.00        | $608145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $149000.00         | $126896.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $7985760.00        | $5008537.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1695968.00        | $956564.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $434800.00         | $396691.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $1758859.00        | $1149474.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.5000%  | 0.0000% | $795332.00         | $771384.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 3.5000%  | 0.0000% | $5034240.00        | $4559506.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $99000.00          | $75248.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $17900227.00       | $13532697.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $4781180.00        | $3488300.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $3294355.00        | $2041811.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $4099000.00        | $2214287.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $199000.00         | $133009.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 3.5000%  | 0.0000% | $199000.00         | $108441.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $21243285.00       | $14297634.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $399000.00         | $305539.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $449000.00         | $323027.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $500000.00         | $350870.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $197891.00         | $138447.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $17855637.00       | $15631979.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1720713.00        | $1307976.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $6297740.00        | $5552379.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $25313867.00       | $20543655.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $5495526.00        | $4628763.00        | Agency Mortgage-Backed Securities |

### Security 273: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A57C, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A57C7791564BO
- **C.18 - Value (incl. sponsor support):** $1674997655.00
- **C.18.a - Value (excl. sponsor support):** $1674997655.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2038-11-29      | 4.2500%  | 0.0000% | $1220000.00        | $1174143.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-25      | 0.6500%  | 0.0000% | $25000000.00       | $24842229.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-06-14      | 4.1250%  | 0.0000% | $20000000.00       | $20803493.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-18      | 4.0500%  | 0.0000% | $175000000.00      | $176416771.00      | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-16      | 4.0500%  | 0.0000% | $51825000.00       | $52257346.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-06-16      | 1.4200%  | 0.0000% | $25000000.00       | $21534250.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-09-01      | 1.8700%  | 0.0000% | $29110000.00       | $25064646.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-06-01      | 3.9300%  | 0.0000% | $20000000.00       | $20303230.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-06-01      | 3.4500%  | 0.0000% | $20000000.00       | $20207650.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-10-20      | 4.0900%  | 0.0000% | $3000000.00        | $3018893.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-10-24      | 3.3750%  | 0.0000% | $2000.00           | $1998.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-10-30      | 4.2750%  | 0.0000% | $108000000.00      | $108357495.00      | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $91789312.00       | $26923397.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $902046.00         | $588558.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $578136.00         | $438639.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 4.0000%  | 0.0000% | $1543004.00        | $1186008.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 4.0000%  | 0.0000% | $2500000.00        | $1952684.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 6.0000%  | 0.0000% | $25608032.00       | $15779471.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 5.0000%  | 0.0000% | $2458892.00        | $2198628.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 4.0000%  | 0.0000% | $1100000.00        | $934189.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 7.0000%  | 0.0000% | $461520896.00      | $190047728.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-15      | 3.5000%  | 0.0000% | $633797.00         | $68470.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $410003.00         | $389722.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $215616.00         | $204209.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $1111812.00        | $1159510.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $8744.00           | $9116.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $2030336.00        | $2082769.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1964916.00        | $2016181.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $353063.00         | $368214.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $553256.00         | $570453.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $1302338.00        | $1313177.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4459720.00        | $4521089.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $13748896.00       | $14192100.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1855778.00        | $1917547.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $856259.00         | $883024.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $2608344.00        | $2800639.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $1636002.00        | $1657563.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1293128.00        | $1368041.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $1629058.00        | $1667220.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2757892.00        | $2883437.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1833532.00        | $1917266.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1317640.00        | $1377458.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $12046576.00       | $12283987.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 1.5000%  | 0.0000% | $360669.00         | $287616.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 4.5000%  | 0.0000% | $145160704.00      | $142806923.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $800071680.00      | $803406379.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1013478.00        | $1058137.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1048650.00        | $1096556.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1091772.00        | $1140777.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $1099524.00        | $1121982.00        | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $2000.00           | $2091.00           | Agency Debentures and Agency Strips |

### Security 274: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.070002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A58B, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR05A58B7791561MI
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2031-07-31      | 4.1250%  | 0.0000% | $237347700.00      | $246019219.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1569900.00        | $1618741.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $7284700.00        | $7362080.00        | U.S. Treasuries (including strips) |

### Security 275: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05A6AB, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AB7791569CG
- **C.18 - Value (incl. sponsor support):** $2074997717.50
- **C.18.a - Value (excl. sponsor support):** $2074997717.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $279195800.00      | $315395043.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $532393800.00      | $541406080.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $30456800.00       | $30972368.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $275155800.00      | $276663806.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $192275100.00      | $255763257.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $12176900.00       | $12063154.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $500.00            | $493.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $1049000.00        | $1031040.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $1367200.00        | $1351059.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $5062100.00        | $4997400.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $51080000.00       | $50096572.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $16565800.00       | $16115738.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $426500.00         | $414913.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $9292600.00        | $8947715.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $12102700.00       | $11653521.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $17100.00          | $20138.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $179800.00         | $176869.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $221741000.00      | $219728716.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $229845000.00      | $236120664.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $10626200.00       | $10815182.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $116986300.00      | $120134139.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 3.8784%  | 0.0000% | $1803900.00        | $1807894.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $772100.00         | $784849.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $38200.00          | $39312.00          | U.S. Treasuries (including strips) |

### Security 276: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A6AC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A6AC779156HCG
- **C.18 - Value (incl. sponsor support):** $2949996755.00
- **C.18.a - Value (excl. sponsor support):** $2949996755.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $461716.00         | $51044.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.2500%  | 0.0000% | $1382521.00        | $50869.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.5000%  | 0.0000% | $3658905.00        | $137736.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 4.2500%  | 0.0000% | $1651462.00        | $67359.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 4.5000%  | 0.0000% | $500590.00         | $113819.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $1755502.00        | $109656.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.5000%  | 0.0000% | $5000000.00        | $838787.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $7336447.00        | $522038.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $101141.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 4.2500%  | 0.0000% | $638375.00         | $127220.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.0000%  | 0.0000% | $6570000.00        | $470381.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $1573564.00        | $87290.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $1716363.00        | $270734.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $1803271.00        | $349394.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $4663963.00        | $372439.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.2500%  | 0.0000% | $3306495.00        | $409519.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.5000%  | 0.0000% | $1624929.00        | $95163.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $9336000.00        | $774269.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $250000.00         | $64697.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.0000%  | 0.0000% | $2820451.00        | $537150.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $2700000.00        | $198125.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $1500000.00        | $85955.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $720000.00         | $124236.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $5051991.00        | $640263.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $1301000.00        | $64814.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 3.0000%  | 0.0000% | $2326410.00        | $477770.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.0000%  | 0.0000% | $1438335.00        | $98874.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.0000%  | 0.0000% | $1252420.00        | $240868.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $1454441.00        | $95525.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 3.7500%  | 0.0000% | $3272314.00        | $255916.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.7500%  | 0.0000% | $5203021.00        | $710378.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.0000%  | 0.0000% | $755847.00         | $152775.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $3795000.00        | $269693.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.0000%  | 0.0000% | $1090176.00        | $154918.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.0000%  | 0.0000% | $964775.00         | $194972.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 3.5000%  | 0.0000% | $3009698.00        | $151804.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $105702.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.2500%  | 0.0000% | $1057231.00        | $129550.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.0000%  | 0.0000% | $2913279.00        | $478291.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $1288244.00        | $123465.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.0000%  | 0.0000% | $1045171.00        | $217065.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.0000%  | 0.0000% | $1342707.00        | $309168.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.0000%  | 0.0000% | $1206957.00        | $214962.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $765944.00         | $80616.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $1719895.00        | $110110.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $279765.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $600000.00         | $77852.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $3750000.00        | $429364.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $1167813.00        | $212837.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $2594731.00        | $342737.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $4865000.00        | $552267.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $62963.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.0000%  | 0.0000% | $9400000.00        | $1357100.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $2450000.00        | $270906.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.0000%  | 0.0000% | $4975000.00        | $819546.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $3250000.00        | $329023.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $3440566.00        | $243047.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $1020987.00        | $234859.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 4.0000%  | 0.0000% | $891952.00         | $214333.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 4.0000%  | 0.0000% | $367922.00         | $82848.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 4.0000%  | 0.0000% | $730094.00         | $157732.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 4.0000%  | 0.0000% | $635000.00         | $52316.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $505781.00         | $99725.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 4.0000%  | 0.0000% | $2666598.00        | $354197.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $1130000.00        | $167396.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $2634000.00        | $234729.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $5078350.00        | $1007283.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $10103000.00       | $930151.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $600000.00         | $55157.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.5000%  | 0.0000% | $2683000.00        | $289106.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $1005178.00        | $198575.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.5000%  | 0.0000% | $11252755.00       | $1762798.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $908920.00         | $66768.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $1757025.00        | $341342.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.5000%  | 0.0000% | $9367526.00        | $866354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 4.0000%  | 0.0000% | $3849000.00        | $339248.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $33014365.00       | $2982227.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $210654.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-20      | 4.0000%  | 0.0000% | $9076674.00        | $486791.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.5000%  | 0.0000% | $41338916.00       | $2972646.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.5000%  | 0.0000% | $1730000.00        | $130536.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 4.0000%  | 0.0000% | $1000000.00        | $57121.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 4.0000%  | 0.0000% | $1350000.00        | $80850.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 3.0000%  | 0.0000% | $2198000.00        | $217961.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.0000%  | 0.0000% | $21849000.00       | $2286777.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.0000%  | 0.0000% | $1250362.00        | $133713.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 3.5000%  | 0.0000% | $26223988.00       | $2264337.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 4.0000%  | 0.0000% | $5881000.00        | $485580.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-20      | 5.0000%  | 0.0000% | $9617088.00        | $335744.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.0000%  | 0.0000% | $1495620.00        | $157076.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.5000%  | 0.0000% | $6909665.00        | $595502.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 4.0000%  | 0.0000% | $3137825.00        | $256376.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 2.5000%  | 0.0000% | $4000000.00        | $89784.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.5000%  | 0.0000% | $5153500.00        | $483032.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.0000%  | 0.0000% | $19484829.00       | $2092992.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.5000%  | 0.0000% | $2189100.00        | $212253.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 4.0000%  | 0.0000% | $2260000.00        | $209841.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 3.0000%  | 0.0000% | $530000.00         | $75181.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.0000%  | 0.0000% | $7100000.00        | $412268.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.5000%  | 0.0000% | $1014765.00        | $69548.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-03-20      | 3.5000%  | 0.0000% | $1465000.00        | $108680.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-03-20      | 4.0000%  | 0.0000% | $1605292.00        | $88588.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $1877000.00        | $202840.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.5000%  | 0.0000% | $6753469.00        | $609333.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 4.5000%  | 0.0000% | $1243736.00        | $67355.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 5.0000%  | 0.0000% | $2120312.00        | $109529.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 2.5000%  | 0.0000% | $865000.00         | $137416.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.0000%  | 0.0000% | $4766307.00        | $518015.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.5000%  | 0.0000% | $3109000.00        | $312828.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 4.5000%  | 0.0000% | $15410956.00       | $606618.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.5000%  | 0.0000% | $2838000.00        | $289691.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 3.0000%  | 0.0000% | $691156.00         | $80015.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 3.5000%  | 0.0000% | $2400000.00        | $240390.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-20      | 5.5000%  | 0.0000% | $5600000.00        | $204983.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 3.0000%  | 0.0000% | $3925785.00        | $466568.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 4.0000%  | 0.0000% | $13301177.00       | $783364.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 5.0000%  | 0.0000% | $2806735.00        | $148785.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 5.5000%  | 0.0000% | $7740174.00        | $377218.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 3.0000%  | 0.0000% | $1098886.00        | $149546.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 3.5000%  | 0.0000% | $3725000.00        | $353912.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.0000%  | 0.0000% | $39137826.00       | $2180805.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-20      | 4.5000%  | 0.0000% | $1084967.00        | $55893.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $265370.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-20      | 4.5000%  | 0.0000% | $325000000.00      | $19153239.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-12-20      | 4.5000%  | 0.0000% | $300934312.00      | $21011712.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.5000%  | 0.0000% | $3883252.00        | $296773.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 4.0000%  | 0.0000% | $1808807.00        | $64075.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-04-20      | 3.5000%  | 0.0000% | $2890000.00        | $191709.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 3.0000%  | 0.0000% | $400000.00         | $51018.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 4.0000%  | 0.0000% | $1069000.00        | $61510.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 3.5000%  | 0.0000% | $2024000.00        | $137830.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $2479199.00        | $165413.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 3.0000%  | 0.0000% | $3074132.00        | $356806.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 4.0000%  | 0.0000% | $33245977.00       | $2151714.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 3.5000%  | 0.0000% | $509559606.00      | $38863226.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 4.0000%  | 0.0000% | $5601883.00        | $370400.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 5.5000%  | 0.0000% | $4177601.00        | $350126.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 4.5000%  | 0.0000% | $3899000.00        | $216380.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 5.0000%  | 0.0000% | $1410000.00        | $63930.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.5000%  | 0.0000% | $797000.00         | $57297.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 4.0000%  | 0.0000% | $790000.00         | $58634.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 5.5000%  | 0.0000% | $3952790.00        | $242071.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.0000%  | 0.0000% | $22754203.00       | $1772763.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $6013497.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $68741.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $670417.00         | $65467.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $270787718.00      | $23167800.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.5000%  | 0.0000% | $10670000.00       | $799385.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $1915000.00        | $200652.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 4.0000%  | 0.0000% | $132658894.00      | $12043408.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 5.0000%  | 0.0000% | $2766600.00        | $198639.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $790000.00         | $70809.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 4.0000%  | 0.0000% | $865504.00         | $75671.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $8933972.00        | $836680.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 4.0000%  | 0.0000% | $2168080.00        | $188836.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-20      | 3.5000%  | 0.0000% | $7733540.00        | $505070.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $1354396.00        | $133020.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 2.0000%  | 0.0000% | $1249336.00        | $70530.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 4.0000%  | 0.0000% | $178990489.00      | $16460506.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 5.5000%  | 0.0000% | $2236480.00        | $179908.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 4.0000%  | 0.0000% | $413677635.00      | $28921056.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 5.5000%  | 0.0000% | $2723802.00        | $174800.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1568727.00        | $96409.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $56817417.00       | $4062995.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 4.0000%  | 0.0000% | $48185564.00       | $3650164.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-20      | 3.0000%  | 0.0000% | $8333000.00        | $911101.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $30830000.00       | $3052069.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $2188071.00        | $227141.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $3035000.00        | $344698.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.5000%  | 0.0000% | $13848108.00       | $1424474.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $72185904.00       | $6371066.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.5000%  | 0.0000% | $740032.00         | $58243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $3032734.00        | $344843.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $9300000.00        | $912571.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 4.5000%  | 0.0000% | $723000.00         | $54935.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $106873428.00      | $10457923.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 6.5000%  | 0.0000% | $866983.00         | $66249.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.0000%  | 0.0000% | $1882625.00        | $285964.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $35735124.00       | $4141407.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.0000%  | 0.0000% | $81280016.00       | $7295303.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.5000%  | 0.0000% | $5307655.00        | $417881.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $7105961.00        | $823763.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 4.0000%  | 0.0000% | $16024940.00       | $1482055.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 5.0000%  | 0.0000% | $4126121.00        | $392612.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $26803000.00       | $2816297.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.5000%  | 0.0000% | $813000.00         | $61447.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $5600000.00        | $647239.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.5000%  | 0.0000% | $198297599.00      | $21452180.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $23792354.00       | $2840008.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $71089421.00       | $7667763.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.5000%  | 0.0000% | $921341.00         | $75622.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $64779672.00       | $8231885.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 4.0000%  | 0.0000% | $646192.00         | $63978.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 5.0000%  | 0.0000% | $1326800.00        | $160133.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.0000%  | 0.0000% | $266079899.00      | $34540987.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $141925157.00      | $17538185.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $57146.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $139585663.00      | $18675380.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.5000%  | 0.0000% | $214221304.00      | $26543080.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $96455.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 2.5000%  | 0.0000% | $599999.00         | $102241.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $47148559.00       | $6519945.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.5000%  | 0.0000% | $103881856.00      | $13387137.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.5000%  | 0.0000% | $3269336.00        | $329232.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $2544604.00        | $390393.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.5000%  | 0.0000% | $45985549.00       | $5594209.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.0000%  | 0.0000% | $257097538.00      | $37483553.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.5000%  | 0.0000% | $163400363.00      | $18956440.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3573425.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 4.5000%  | 0.0000% | $4450000.00        | $349914.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 3.5000%  | 0.0000% | $4402938.00        | $534938.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $105884501.00      | $9565655.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.5000%  | 0.0000% | $19762252.00       | $1440447.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 5.0000%  | 0.0000% | $50996586.00       | $3486344.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 7.0000%  | 0.0000% | $274724.00         | $55522.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 2.0000%  | 0.0000% | $139064.00         | $89363.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 4.0000%  | 0.0000% | $328627227.00      | $30988695.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 4.5000%  | 0.0000% | $99409575.00       | $7975970.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 5.0000%  | 0.0000% | $109403559.00      | $7459325.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.5000%  | 0.0000% | $1406957715.00     | $166055044.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $74775005.00       | $7313750.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 5.0000%  | 0.0000% | $930946.00         | $81564.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.0000%  | 0.0000% | $22846272.00       | $3011754.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $51943431.00       | $6327505.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $50440181.00       | $4936608.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $528000.00         | $57590.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.5000%  | 0.0000% | $71344385.00       | $6295017.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2849670.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $28560635.00       | $3577386.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 3.5000%  | 0.0000% | $925000.00         | $99596.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.0000%  | 0.0000% | $13059649.00       | $1903924.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $365210294.00      | $42707046.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $46581535.00       | $4983493.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.5000%  | 0.0000% | $6315444.00        | $578193.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 5.0000%  | 0.0000% | $2780274.00        | $259292.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.0000%  | 0.0000% | $503645178.00      | $67788540.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $434010507.00      | $52246065.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $8426046.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $25126543.00       | $3142934.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.0000%  | 0.0000% | $34863392.00       | $3770676.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $532983.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 5.0000%  | 0.0000% | $2380582.00        | $262266.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.0000%  | 0.0000% | $523993002.00      | $73298108.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $619937524.00      | $76841757.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $83085890.00       | $8991790.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 5.0000%  | 0.0000% | $868916.00         | $98185.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $266390.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.0000%  | 0.0000% | $56258953.00       | $8001951.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $42722574.00       | $5020866.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 4.0000%  | 0.0000% | $6835000.00        | $696575.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 5.0000%  | 0.0000% | $19435999.00       | $1888770.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.0000%  | 0.0000% | $784550693.00      | $109741872.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $40606368.00       | $5024985.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $31848997.00       | $3176856.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.5000%  | 0.0000% | $1201000.00        | $99352.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6549440.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $57856262.00       | $6867123.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 4.0000%  | 0.0000% | $74505421.00       | $6773614.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 4.5000%  | 0.0000% | $667999.00         | $59242.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $327116.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1308302.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $16169716.00       | $1937122.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $3653432.00        | $291503.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.5000%  | 0.0000% | $17830000.00       | $1375777.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5812335.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $935229.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 4.5000%  | 0.0000% | $24830415.00       | $1860559.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $93346504.00       | $7000432.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $85897.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 3.5000%  | 0.0000% | $167481765.00      | $19851698.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.0000%  | 0.0000% | $7995207.00        | $716709.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.5000%  | 0.0000% | $155782455.00      | $11322831.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 5.0000%  | 0.0000% | $82966833.00       | $6233793.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 2.5000%  | 0.0000% | $2298996.00        | $412178.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $9869988.00        | $1541405.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $50100648.00       | $5962932.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.5000%  | 0.0000% | $52630995.00       | $6286199.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $378691.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $35874003.00       | $5942670.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $353283903.00      | $43657814.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $256664.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3210000.00        | $419413.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $2710000.00        | $363497.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $459649999.00      | $49783593.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $62112925.00       | $5846448.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $16693733.00       | $1286474.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 5.0000%  | 0.0000% | $46180539.00       | $3537396.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 3.5000%  | 0.0000% | $54729652.00       | $5897248.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.0000%  | 0.0000% | $2975961.00        | $273860.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $17817914.00       | $1376873.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 5.0000%  | 0.0000% | $31842592.00       | $2183217.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 5.5000%  | 0.0000% | $847610.00         | $69296.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 3.5000%  | 0.0000% | $11021423.00       | $1332938.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.0000%  | 0.0000% | $3799315.00        | $350096.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $2072305.00        | $154842.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 5.0000%  | 0.0000% | $32812711.00       | $1975416.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 3.5000%  | 0.0000% | $6214888.00        | $734463.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.0000%  | 0.0000% | $5886667.00        | $542545.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 4.5000%  | 0.0000% | $11748664.00       | $795623.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.0000%  | 0.0000% | $228573146.00      | $14075642.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-20      | 5.5000%  | 0.0000% | $29295298.00       | $2150203.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.5000%  | 0.0000% | $5445000.00        | $420070.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 3.0000%  | 0.0000% | $576000.00         | $115465.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 3.5000%  | 0.0000% | $1169218.00        | $153269.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 4.5000%  | 0.0000% | $36824765.00       | $2406349.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $34460637.00       | $2041266.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 3.5000%  | 0.0000% | $2183849.00        | $224229.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $48561656.00       | $3865601.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $33919389.00       | $2494479.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.0000%  | 0.0000% | $7412000.00        | $485867.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 5.5000%  | 0.0000% | $39648000.00       | $3402442.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 3.5000%  | 0.0000% | $1620172.00        | $145547.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.0000%  | 0.0000% | $296507611.00      | $24354847.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.5000%  | 0.0000% | $44804729.00       | $3381332.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.0000%  | 0.0000% | $8194413.00        | $547607.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.5000%  | 0.0000% | $11333191.00       | $909802.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $8855000.00        | $811792.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 4.0000%  | 0.0000% | $89304922.00       | $6959731.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 4.5000%  | 0.0000% | $10341564.00       | $888533.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 5.0000%  | 0.0000% | $6781308.00        | $508946.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 3.0000%  | 0.0000% | $2532579.00        | $298138.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 3.5000%  | 0.0000% | $949994294.00      | $91688239.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.0000%  | 0.0000% | $72231976.00       | $5946853.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.0000%  | 0.0000% | $940853.00         | $84186.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.0000%  | 0.0000% | $29600000.00       | $4069559.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $3055569.00        | $307984.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $5000000.00        | $430873.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.5000%  | 0.0000% | $6312000.00        | $677582.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.0000%  | 0.0000% | $40145008.00       | $3190179.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $30620378.00       | $3262467.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.0000%  | 0.0000% | $5701994.00        | $731205.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $182497976.00      | $19490693.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.5000%  | 0.0000% | $10732453.00       | $1143092.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 5.5000%  | 0.0000% | $1500000.00        | $135676.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.0000%  | 0.0000% | $3475000.00        | $472518.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.5000%  | 0.0000% | $5198996.00        | $615381.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.0000%  | 0.0000% | $3300000.00        | $361780.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.0000%  | 0.0000% | $5214222.00        | $746116.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.5000%  | 0.0000% | $12123045.00       | $1399612.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.5000%  | 0.0000% | $8000000.00        | $910249.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.0000%  | 0.0000% | $6898000.00        | $856080.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.5000%  | 0.0000% | $1500000.00        | $217947.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 6.0000%  | 0.0000% | $1189283.00        | $391091.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $497221640.00      | $85758835.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $23604269.00       | $3022907.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.5000%  | 0.0000% | $435000.00         | $56476.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $5115907.00        | $912194.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $71969789.00       | $9284007.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $5594000.00        | $715497.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 5.0000%  | 0.0000% | $2956028.00        | $425006.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 6.0000%  | 0.0000% | $2010097.00        | $328736.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 2.0000%  | 0.0000% | $962705.00         | $152237.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 4.0000%  | 0.0000% | $363142.00         | $105930.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 2.5000%  | 0.0000% | $540000.00         | $109995.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $303756061.00      | $50264661.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $117046620.00      | $16625781.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1499000.00        | $193940.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-20      | 2.0000%  | 0.0000% | $939358.00         | $64797.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 2.5000%  | 0.0000% | $917000.00         | $190314.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $5941190.00        | $944625.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $12478335.00       | $1847278.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.5000%  | 0.0000% | $1153000.00        | $157400.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-20      | 2.0000%  | 0.0000% | $2195972.00        | $684106.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-20      | 4.0000%  | 0.0000% | $321530.00         | $82069.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $301304.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $98823462.00       | $21195783.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $36874559.00       | $7331338.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $3078962.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.5000%  | 0.0000% | $3946000.00        | $723937.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $157394.00         | $66198.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.5000%  | 0.0000% | $910000.00         | $251317.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $810622147.00      | $197230842.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $87413417.00       | $18669814.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $19257406.00       | $3936119.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $5000000.00        | $984423.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $289059758.00      | $84579840.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-20      | 4.0000%  | 0.0000% | $240078.00         | $92665.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.0000%  | 0.0000% | $200000.00         | $75120.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.5000%  | 0.0000% | $2079689.00        | $762804.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 2.0000%  | 0.0000% | $2537136.00        | $1010841.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-20      | 1.5000%  | 0.0000% | $342008.00         | $169188.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-20      | 3.5000%  | 0.0000% | $2054806.00        | $659099.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-20      | 2.0000%  | 0.0000% | $593749.00         | $289754.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 5.0000%  | 0.0000% | $494000.00         | $213816.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 5.5000%  | 0.0000% | $1847052.00        | $767783.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-20      | 3.5000%  | 0.0000% | $131731.00         | $53655.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-20      | 3.5000%  | 0.0000% | $306267.00         | $126759.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1740556.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 4.5000%  | 0.0000% | $133507.00         | $68289.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 6.5000%  | 0.0000% | $511058.00         | $186420.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 4.5000%  | 0.0000% | $170000.00         | $107311.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 5.0000%  | 0.0000% | $137000.00         | $74516.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 5.5000%  | 0.0000% | $165045.00         | $97173.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 6.0000%  | 0.0000% | $201804.00         | $54414.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-20      | 6.5000%  | 0.0000% | $231634.00         | $89965.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-20      | 2.0000%  | 0.0000% | $350000.00         | $208138.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 5.0000%  | 0.0000% | $200000.00         | $117441.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $4025647.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 3.0000%  | 0.0000% | $3710446.00        | $2970166.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 3.5000%  | 0.0000% | $11059812.00       | $8844563.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 5.5000%  | 0.0000% | $6357464.00        | $5036738.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 3.0000%  | 0.0000% | $11173448.00       | $9179158.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.0000%  | 0.0000% | $9367057.00        | $6335792.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 3.5000%  | 0.0000% | $12367488.00       | $8652141.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 3.0000%  | 0.0000% | $18756550.00       | $13301051.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 3.5000%  | 0.0000% | $27777921.00       | $20557620.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 3.0000%  | 0.0000% | $10681921.00       | $7985273.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-20      | 4.5000%  | 0.0000% | $7452153.00        | $6287537.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1522537.00        | $228061.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $744769.00         | $54995.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1076250.00        | $53862.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 5.0000%  | 0.0000% | $869939.00         | $55935.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 3.5000%  | 0.0000% | $2525600.00        | $802909.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $1936894.00        | $794704.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $738358.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1277242.00        | $99941.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.5000%  | 0.0000% | $1326557.00        | $87113.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $4318667.00        | $772073.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $1670000.00        | $394324.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 5.0000%  | 0.0000% | $1228427.00        | $220233.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 5.0000%  | 0.0000% | $2013256.00        | $243891.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 3.5000%  | 0.0000% | $3991707.00        | $659233.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 3.5000%  | 0.0000% | $393750.00         | $220347.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $447327.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $579236.00         | $110984.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 5.0000%  | 0.0000% | $1371060.00        | $55477.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $504192.00         | $70872.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $1036117.00        | $216023.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $464200.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $739823.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $463000.00         | $153929.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $395051.00         | $95618.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1553038.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $2407468.00        | $525802.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $408764.00         | $74544.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 3.0000%  | 0.0000% | $2034544.00        | $620347.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $509015.00         | $66821.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $673540.00         | $67680.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $614909.00         | $98312.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 5.0000%  | 0.0000% | $673143.00         | $51629.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 5.0000%  | 0.0000% | $1460801.00        | $79185.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 5.0000%  | 0.0000% | $2816153.00        | $191597.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $57181.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 4.0000%  | 0.0000% | $343000.00         | $159862.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 4.0000%  | 0.0000% | $404000.00         | $181822.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $346655.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.0000%  | 0.0000% | $475000.00         | $169494.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $128900.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $317482.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 5.0000%  | 0.0000% | $5282656.00        | $610984.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 5.0000%  | 0.0000% | $1278578.00        | $162540.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 5.0000%  | 0.0000% | $889586.00         | $180984.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $1431757.00        | $212236.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $461034.00         | $91918.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $53106.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $71777.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 5.0000%  | 0.0000% | $226570.00         | $79748.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-15      | 4.5000%  | 0.0000% | $1007570.00        | $705039.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-15      | 5.0000%  | 0.0000% | $484862.00         | $87969.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-15      | 5.0000%  | 0.0000% | $1769452.00        | $742063.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 6.0000%  | 0.0000% | $2343011.00        | $155298.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-15      | 5.5000%  | 0.0000% | $998659.00         | $86916.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-15      | 5.5000%  | 0.0000% | $1416078.00        | $306301.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $1484852.00        | $394434.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $6003765.00        | $558553.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.5000%  | 0.0000% | $9571287.00        | $2307859.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.0000%  | 0.0000% | $583000.00         | $99400.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 4.5000%  | 0.0000% | $385899.00         | $125041.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 2.5000%  | 0.0000% | $1380542.00        | $396450.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 5.0000%  | 0.0000% | $1964494.00        | $282564.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 4.0000%  | 0.0000% | $466000.00         | $83554.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $4800000.00        | $935586.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $6800000.00        | $1603385.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-20      | 2.5000%  | 0.0000% | $1153419.00        | $760948.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.5000%  | 0.0000% | $1153155.00        | $434847.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 3.5000%  | 0.0000% | $1466203.00        | $713437.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-12-15      | 4.0000%  | 0.0000% | $1244485.00        | $298461.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.5000%  | 0.0000% | $2422000.00        | $772866.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 2.5000%  | 0.0000% | $647807.00         | $471928.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 3.5000%  | 0.0000% | $438522.00         | $145405.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.5000%  | 0.0000% | $1275000.00        | $268500.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 3.5000%  | 0.0000% | $1095540.00        | $750394.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $65984.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1597980.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.5000%  | 0.0000% | $2088632.00        | $1291936.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $148017.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 4.5000%  | 0.0000% | $3585495.00        | $597491.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.0000%  | 0.0000% | $146484.00         | $91243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $467183.00         | $149788.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-15      | 3.5000%  | 0.0000% | $479312.00         | $171668.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $934454.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $960000.00         | $258917.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.0000%  | 0.0000% | $1354455.00        | $196948.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $867159.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $141471.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 5.0000%  | 0.0000% | $1357294.00        | $938321.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1758465.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-15      | 3.5000%  | 0.0000% | $2100674.00        | $218469.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $300790.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.5000%  | 0.0000% | $15369441.00       | $1507636.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $248866.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $878319.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1223374.00        | $563677.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.5000%  | 0.0000% | $819151.00         | $437550.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $350002.00         | $78351.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.5000%  | 0.0000% | $1300000.00        | $395636.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $454911.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $25902942.00       | $5291794.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1229545.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $334636.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $747845.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $433478.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1116317.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $438205.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $665469.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $599683.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $3568828.00        | $1571934.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $305403.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $356476.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $708687.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.5000%  | 0.0000% | $1368681.00        | $388181.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $567340.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $956311.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $807848.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $549763.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $289130.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $2355908.00        | $961955.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $200919.00         | $59245.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-15      | 3.5000%  | 0.0000% | $899913.00         | $592509.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 3.0000%  | 0.0000% | $1806984.00        | $692071.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 3.5000%  | 0.0000% | $1849685.00        | $249742.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1538549.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 2.5000%  | 0.0000% | $254857.00         | $177863.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.5000%  | 0.0000% | $1043066.00        | $697845.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 3.0000%  | 0.0000% | $22208814.00       | $17843240.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 3.5000%  | 0.0000% | $19455411.00       | $17291561.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $1300000.00        | $190780.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $3040000.00        | $364875.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.5000%  | 0.0000% | $498993.00         | $72951.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 3.5000%  | 0.0000% | $2468461.00        | $78054.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-15      | 3.5000%  | 0.0000% | $546009.00         | $54380.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 4.5000%  | 0.0000% | $633299.00         | $59311.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $783500.00         | $84642.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $672000.00         | $61861.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $2989319.00        | $445358.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 3.0000%  | 0.0000% | $215000.00         | $138042.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $61589.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $500000.00         | $53211.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.0000%  | 0.0000% | $1500000.00        | $268431.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $651720.00         | $71593.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $356172.00         | $51121.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 3.0000%  | 0.0000% | $10000000.00       | $220642.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 4.0000%  | 0.0000% | $2688518.00        | $312847.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.0000%  | 0.0000% | $865216.00         | $139866.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $1153703.00        | $51768.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-15      | 3.5000%  | 0.0000% | $343921.00         | $57709.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $161896.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $943000.00         | $92484.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 4.5000%  | 0.0000% | $2382676.00        | $254521.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $18590000.00       | $2595097.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $925000.00         | $70293.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.5000%  | 0.0000% | $11891224.00       | $749380.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-02-20      | 4.0000%  | 0.0000% | $500000.00         | $100348.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-15      | 3.5000%  | 0.0000% | $1081541.00        | $264086.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-15      | 4.0000%  | 0.0000% | $5555711.00        | $228604.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 3.0000%  | 0.0000% | $1061320.00        | $109301.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $290338.00         | $116519.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 2.7500%  | 0.0000% | $1081893.00        | $132515.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.2500%  | 0.0000% | $1944608.00        | $512721.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $1898767.00        | $221673.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.5000%  | 0.0000% | $1200000.00        | $198127.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-20      | 4.5000%  | 0.0000% | $1328000.00        | $117566.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-15      | 3.0000%  | 0.0000% | $130901.00         | $93579.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 3.0000%  | 0.0000% | $192439.00         | $129381.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $585030.00         | $74243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.2500%  | 0.0000% | $685428.00         | $124607.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $1087332.00        | $270771.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $384575.00         | $144914.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.6250%  | 0.0000% | $149035.00         | $55070.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 4.3750%  | 0.0000% | $317639.00         | $102281.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.3750%  | 0.0000% | $476734.00         | $71598.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.7500%  | 0.0000% | $1446927.00        | $101024.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.1250%  | 0.0000% | $234035.00         | $93109.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.2500%  | 0.0000% | $2442738.00        | $487615.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.1250%  | 0.0000% | $1122352.00        | $181705.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 4.2500%  | 0.0000% | $895733.00         | $122222.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.0000%  | 0.0000% | $2898917.00        | $414945.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $2155020.00        | $189921.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-15      | 3.0000%  | 0.0000% | $1348045.00        | $55497.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-15      | 4.0000%  | 0.0000% | $2120939.00        | $160353.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.5000%  | 0.0000% | $3260473.00        | $723810.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.5000%  | 0.0000% | $2192011.00        | $351564.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.5000%  | 0.0000% | $971305.00         | $75396.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.0000%  | 0.0000% | $2023810.00        | $175505.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $6026060.00        | $763117.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $600000.00         | $82239.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $1583657.00        | $174331.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $2397333.00        | $182300.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.0000%  | 0.0000% | $1320633.00        | $560554.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.0000%  | 0.0000% | $1460955.00        | $587263.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $1405118.00        | $860246.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $507406.00         | $102151.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 4.5000%  | 0.0000% | $633875.00         | $94930.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $67851.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $5877630.00        | $518210.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $625678.00         | $57614.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $800000.00         | $150651.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $1005861.00        | $93619.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $900000.00         | $172574.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $377062.00         | $71959.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 2.5000%  | 0.0000% | $3853969.00        | $305270.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $1059585.00        | $69481.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 3.5000%  | 0.0000% | $542420.00         | $143040.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $671343.00         | $105758.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $1439000.00        | $130998.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 3.0000%  | 0.0000% | $1270025.00        | $344109.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 7.0000%  | 0.0000% | $1200155.00        | $999690.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 7.0000%  | 0.0000% | $1042601.00        | $209501.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 7.0000%  | 0.0000% | $1210263.00        | $1012035.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 7.0000%  | 0.0000% | $1179393.00        | $853029.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 7.0000%  | 0.0000% | $1326598.00        | $799915.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 3.5000%  | 0.0000% | $23000000.00       | $21101906.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 3.5000%  | 0.0000% | $5749336.00        | $600277.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-15      | 4.5000%  | 0.0000% | $651993.00         | $64938.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $181500.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 5.0000%  | 0.0000% | $909747.00         | $105376.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.0000%  | 0.0000% | $2163327.00        | $316933.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-15      | 4.5000%  | 0.0000% | $1643867.00        | $134092.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $499393.00         | $125234.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 3.0000%  | 0.0000% | $3012107.00        | $664548.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.0000%  | 0.0000% | $528777.00         | $151863.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 2.5000%  | 0.0000% | $399110.00         | $126004.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $790000.00         | $78045.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.0000%  | 0.0000% | $2219389.00        | $355769.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 3.5000%  | 0.0000% | $1025260.00        | $124492.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.0000%  | 0.0000% | $994079.00         | $266502.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 2.5000%  | 0.0000% | $348314.00         | $102077.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $14153986.00       | $2169381.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 3.0000%  | 0.0000% | $3232535.00        | $775774.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $276780.00         | $144597.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.0000%  | 0.0000% | $627702.00         | $179260.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 2.5000%  | 0.0000% | $215756.00         | $115085.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 3.0000%  | 0.0000% | $1044961.00        | $484206.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 3.0000%  | 0.0000% | $1064109.00        | $508361.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1320491.00        | $328583.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 3.5000%  | 0.0000% | $555000.00         | $115540.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1576492.00        | $246807.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $3443818.00        | $99157.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 5.0000%  | 0.0000% | $1749956.00        | $230867.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.5000%  | 0.0000% | $460853.00         | $65024.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 4.5000%  | 0.0000% | $280658.00         | $70960.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $1436488.00        | $215287.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $1008586.00        | $130566.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.0000%  | 0.0000% | $1809074.00        | $365096.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $1180000.00        | $308764.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $141074.00         | $52450.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $1767130.00        | $73190.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $3195168.00        | $149238.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $4103767.00        | $271249.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.7000%  | 0.0000% | $642870.00         | $66735.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $1243112.00        | $97498.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $10556487.00       | $110897.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $17804076.00       | $238124.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 5.5000%  | 0.0000% | $15132649.00       | $114066.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10000000.00       | $94542.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $12920075.00       | $100662.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5932408.00        | $121496.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $25002459.00       | $174213.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $30092951.00       | $140240.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 4.5000%  | 0.0000% | $9281930.00        | $296901.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 5.5000%  | 0.0000% | $4215000.00        | $50714.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-20      | 3.5000%  | 0.0000% | $2702627.00        | $80285.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-20      | 6.5000%  | 0.0000% | $128716690.00      | $178751.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 6.5000%  | 0.0000% | $27919379.00       | $54885.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-20      | 5.5000%  | 0.0000% | $18900075.00       | $83353.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-20      | 6.0000%  | 0.0000% | $506505432.00      | $1637285.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-20      | 6.5000%  | 0.0000% | $141106196.00      | $266319.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 5.5000%  | 0.0000% | $18919722.00       | $106113.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-20      | 5.0000%  | 0.0000% | $14866938.00       | $192492.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 4.5000%  | 0.0000% | $4952743.00        | $140367.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.0000%  | 0.0000% | $14000000.00       | $406906.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-20      | 5.0000%  | 0.0000% | $6898000.00        | $92751.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-20      | 5.4500%  | 0.0000% | $623637.00         | $182767.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-10-20      | 6.5000%  | 0.0000% | $20400000.00       | $222447.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-20      | 5.0000%  | 0.0000% | $13766240.00       | $189861.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $444826978.00      | $5025576.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.0000%  | 0.0000% | $8299197.00        | $72488.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 6.5000%  | 0.0000% | $100000000.00      | $1034250.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.0000%  | 0.0000% | $6557881.00        | $70868.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $50925000.00       | $718633.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.0000%  | 0.0000% | $4701924.00        | $57523.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.0000%  | 0.0000% | $6201664.00        | $330736.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 5.5000%  | 0.0000% | $2684487.00        | $108859.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 4.5000%  | 0.0000% | $1649507.00        | $56672.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 5.0000%  | 0.0000% | $11767949.00       | $322843.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-20      | 6.0000%  | 0.0000% | $4573665.00        | $93723.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 5.5000%  | 0.0000% | $5655000.00        | $178491.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-20      | 5.0000%  | 0.0000% | $3660000.00        | $113264.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $5750000.00        | $220575.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $47683737.00       | $1704391.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 4.5000%  | 0.0000% | $59419872.00       | $2175244.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $24014379.00       | $798648.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 4.0000%  | 0.0000% | $5346810.00        | $207280.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 4.5000%  | 0.0000% | $35463162.00       | $1246459.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.0000%  | 0.0000% | $16796692.00       | $660209.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 6.0000%  | 0.0000% | $7122893.00        | $184999.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.0000%  | 0.0000% | $11847054.00       | $534246.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $147400446.00      | $6094982.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.0000%  | 0.0000% | $13556788.00       | $539923.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.0000%  | 0.0000% | $8092871.00        | $388905.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $35403644.00       | $1609553.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 5.0000%  | 0.0000% | $4350000.00        | $174830.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 4.0000%  | 0.0000% | $9582200.00        | $488231.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.0000%  | 0.0000% | $114225815.00      | $5645982.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $10090628.00       | $501890.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 5.0000%  | 0.0000% | $3395865.00        | $148055.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2852451.00        | $100885.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.5000%  | 0.0000% | $41278269.00       | $1658168.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $12044078.00       | $611491.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $215792559.00      | $8653847.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 5.0000%  | 0.0000% | $5648400.00        | $197091.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $41836606.00       | $1415325.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 5.0000%  | 0.0000% | $3448430.00        | $112105.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-20      | 8.0000%  | 0.0000% | $1349785.00        | $82444.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 4.5000%  | 0.0000% | $8742665.00        | $342796.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $6375000.00        | $219820.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 5.0000%  | 0.0000% | $1573000.00        | $56140.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $8044933.00        | $366258.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.0000%  | 0.0000% | $107967407.00      | $4669318.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $86655168.00       | $3772664.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $3812635.00        | $147943.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 6.0000%  | 0.0000% | $3299892.00        | $138363.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 5.0000%  | 0.0000% | $3379291.00        | $128904.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 3.5000%  | 0.0000% | $2461000.00        | $165620.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-20      | 4.0000%  | 0.0000% | $9723842.00        | $475189.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.0000%  | 0.0000% | $6690000.00        | $326152.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $214923265.00      | $10428709.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 6.0000%  | 0.0000% | $3209924.00        | $74317.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 3.5000%  | 0.0000% | $24000000.00       | $1647615.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 4.0000%  | 0.0000% | $12050000.00       | $636989.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 6.0000%  | 0.0000% | $3144088.00        | $94977.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.0000%  | 0.0000% | $5358091.00        | $273903.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.5000%  | 0.0000% | $1076947.00        | $58376.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-20      | 5.4900%  | 0.0000% | $433012.00         | $63411.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-20      | 3.0000%  | 0.0000% | $1083312.00        | $116634.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $16873035.00       | $107436.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $22361970.00       | $158512.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 6.0000%  | 0.0000% | $3011200.00        | $96925.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $3828356.00        | $88651.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3860561.00        | $72345.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $4928227.00        | $75206.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $2600000.00        | $60294.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $15000000.00       | $313172.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $63800.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $3003052.00        | $53942.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $5591990.00        | $107731.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $6429600.00        | $218729.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $3486800.00        | $56629.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $4463361.00        | $163305.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $1139460.00        | $58604.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.0000%  | 0.0000% | $2499000.00        | $71119.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $2310000.00        | $171375.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2680000.00        | $267121.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 4.6250%  | 0.0000% | $1342222.00        | $79248.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $2886500.00        | $206780.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $4036607.00        | $129825.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $1796100.00        | $66601.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $11831548.00       | $347266.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 5.1250%  | 0.0000% | $2077280.00        | $195949.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $4924122.00        | $247763.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $6834146.00        | $459217.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.1250%  | 0.0000% | $1469670.00        | $83943.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $5286052.00        | $99833.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 4.5000%  | 0.0000% | $3138651.00        | $78894.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $3000000.00        | $79575.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 5.0000%  | 0.0000% | $6625628.00        | $155320.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $1106000.00        | $129354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $2815000.00        | $269499.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $3180337.00        | $217878.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.5000%  | 0.0000% | $1770705.00        | $57223.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $500000.00         | $89456.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $7063012.00        | $55734.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 4.5000%  | 0.0000% | $4500000.00        | $51369.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.1250%  | 0.0000% | $5014091.00        | $295462.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.1250%  | 0.0000% | $6067250.00        | $322821.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.7500%  | 0.0000% | $2283135.00        | $135772.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.7500%  | 0.0000% | $809242.00         | $66064.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.1250%  | 0.0000% | $7187079.00        | $238113.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-15      | 4.5000%  | 0.0000% | $2197606.00        | $53612.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $3000000.00        | $112935.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $7224636.00        | $85323.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 4.0000%  | 0.0000% | $10403692.00       | $410319.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $20247348.00       | $312735.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 4.5000%  | 0.0000% | $12263797.00       | $272991.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 5.0000%  | 0.0000% | $10012086.00       | $87450.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $5970487.00        | $130508.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 4.5000%  | 0.0000% | $3756802.00        | $59395.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $1030186.00        | $78405.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1006970.00        | $53516.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $1000426.00        | $66167.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $46863543.00       | $76543.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $22785311.00       | $66318.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $19168780.00       | $54642.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $35572540.00       | $121106.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $35640468.00       | $191115.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $25117732.00       | $127354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $12000000.00       | $159099.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $2815572.00        | $75491.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $9025143.00        | $96859.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.0000%  | 0.0000% | $14992401.00       | $195028.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $260494.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $419880929.00      | $122617.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.0000%  | 0.0000% | $39877534.00       | $187747.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 3.0000%  | 0.0000% | $815833.00         | $270594.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-02-15      | 3.0000%  | 0.0000% | $792625.00         | $171186.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 3.0000%  | 0.0000% | $300000.00         | $58522.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $282851.00         | $82086.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 3.0000%  | 0.0000% | $533000.00         | $180005.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $8962783.00        | $448094.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.5000%  | 0.0000% | $2665000.00        | $113440.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $1825000.00        | $214955.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $1528196.00        | $76774.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $750000.00         | $64801.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.0000%  | 0.0000% | $4660000.00        | $504829.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $1130999.00        | $415127.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $545035.00         | $185062.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 2.5000%  | 0.0000% | $9976985.00        | $400334.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-05-20      | 4.5000%  | 0.0000% | $10514556.00       | $127397.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 5.0000%  | 0.0000% | $3308529.00        | $351657.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.0000%  | 0.0000% | $384756.00         | $59746.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-20      | 5.5000%  | 0.0000% | $915000.00         | $90828.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-20      | 7.0000%  | 0.0000% | $4711452.00        | $606166.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $1400000.00        | $137658.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $829271.00         | $94482.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 4.0000%  | 0.0000% | $98816647.00       | $8438695.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $589349684.00      | $53004163.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $1475000.00        | $182070.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 4.0000%  | 0.0000% | $497219583.00      | $40897711.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-20      | 4.0000%  | 0.0000% | $20100000.00       | $1657997.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $358299.00         | $85702.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $399094.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $255000.00         | $66796.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.0000%  | 0.0000% | $10825000.00       | $3643832.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 3.5000%  | 0.0000% | $2264752.00        | $541117.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $7584081.00        | $84306.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $5426926.00        | $3860195.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $2954220.00        | $1312239.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1322570.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $2250000.00        | $647852.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $600000.00         | $102001.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-15      | 3.0000%  | 0.0000% | $180957.00         | $77282.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $1126608.00        | $101475.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $198937.00         | $69030.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $2405949.00        | $691499.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 6.0000%  | 0.0000% | $1493000.00        | $167994.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $425000.00         | $104894.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.0000%  | 0.0000% | $694261.00         | $129788.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $5965243.00        | $234639.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 4.5000%  | 0.0000% | $3065274.00        | $1168301.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $6491659.00        | $1688874.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 4.0000%  | 0.0000% | $396000.00         | $57692.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.0000%  | 0.0000% | $3299000.00        | $1551726.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 3.5000%  | 0.0000% | $5880000.00        | $1059730.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-15      | 3.0000%  | 0.0000% | $15800000.00       | $5280237.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.0000%  | 0.0000% | $31979840.00       | $6788688.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 2.0000%  | 0.0000% | $17124983.00       | $6964970.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 4.0000%  | 0.0000% | $131087596.00      | $30058992.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $89982736.00       | $18161353.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.0000%  | 0.0000% | $40743045.00       | $9332900.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $17895088.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 5.0000%  | 0.0000% | $375125.00         | $85464.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.5000%  | 0.0000% | $5297782.00        | $1987875.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $1661283.00        | $834448.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 6.0000%  | 0.0000% | $3846841.00        | $1481448.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 6.5000%  | 0.0000% | $7780891.00        | $2767768.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 5.5000%  | 0.0000% | $6204000.00        | $4159877.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 4.5000%  | 0.0000% | $19377576.00       | $9300034.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $1396780.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $20066977.00       | $13355734.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 5.0000%  | 0.0000% | $7228298.00        | $4312961.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $32144688.00       | $19117883.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.0000%  | 0.0000% | $82247128.00       | $58195647.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-15      | 5.0000%  | 0.0000% | $748461.00         | $353629.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 3.5000%  | 0.0000% | $25621358.00       | $19911011.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $7298863.00        | $5596837.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $149000.00         | $107862.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 5.5000%  | 0.0000% | $7555864.00        | $5326342.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 4.5000%  | 0.0000% | $9373485.00        | $7078539.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $5649274.00        | $4439512.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.5000%  | 0.0000% | $5491000.00        | $3744186.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 3.0000%  | 0.0000% | $272632.00         | $205066.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 7.0000%  | 0.0000% | $6091865.00        | $4210982.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $227000.00         | $187983.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-15      | 3.0000%  | 0.0000% | $750000.00         | $391666.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 2.5000%  | 0.0000% | $1184750.00        | $356354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 3.5000%  | 0.0000% | $2040000.00        | $570851.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.5000%  | 0.0000% | $1000000.00        | $55410.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $1496938.00        | $177211.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 4.5000%  | 0.0000% | $30439997.00       | $418366.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 6.0000%  | 0.0000% | $91708288.00       | $1537619.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $70883.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.5000%  | 0.0000% | $14000000.00       | $225900.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 4.5000%  | 0.0000% | $56998631.00       | $999218.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-20      | 5.0000%  | 0.0000% | $8100000.00        | $195977.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 4.5000%  | 0.0000% | $22300000.00       | $383171.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $103962.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $75899997.00       | $757541.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $66663155.00       | $1111905.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $30460000.00       | $586816.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.8750%  | 0.0000% | $11628633.00       | $1332793.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 4.5000%  | 0.0000% | $51369863.00       | $2652797.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $1977346.00        | $100968.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $25988668.00       | $1269927.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $6617812.00        | $111905.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1669773.00        | $158502.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 6.0000%  | 0.0000% | $22564757.00       | $364622.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 5.0000%  | 0.0000% | $11746950.00       | $387276.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.5000%  | 0.0000% | $1837845.00        | $83488.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $7872515.00        | $274452.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $21693230.00       | $1432265.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $69000000.00       | $5569854.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $20652202.00       | $900893.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $2512666.00        | $62414.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.7500%  | 0.0000% | $5250000.00        | $186848.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $55801.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.0000%  | 0.0000% | $9668000.00        | $113548.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.5000%  | 0.0000% | $3082656.00        | $81869.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 6.5000%  | 0.0000% | $2000000.00        | $97044.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 6.5000%  | 0.0000% | $4291628.00        | $51467.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-09-15      | 4.5000%  | 0.0000% | $1990395.00        | $172298.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $21533342.00       | $349555.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-20      | 3.0000%  | 0.0000% | $700000.00         | $317858.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 3.5000%  | 0.0000% | $400000.00         | $220414.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.5000%  | 0.0000% | $1018685.00        | $62144.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $207000.00         | $100258.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 5.0000%  | 0.0000% | $2500000.00        | $70432.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-02-15      | 6.5000%  | 0.0000% | $21112936.00       | $216508.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-04-15      | 6.0000%  | 0.0000% | $1778749.00        | $69368.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-15      | 3.0000%  | 0.0000% | $3031216.00        | $455551.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $488186.00         | $75165.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.0000%  | 0.0000% | $4113700.00        | $600037.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $941675.00         | $119235.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.5000%  | 0.0000% | $6741264.00        | $57645.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $2697298.00        | $55321.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $12000000.00       | $125511.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $4000000.00        | $142509.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $3634819.00        | $168820.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $3862126.00        | $322835.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $12114530.00       | $137323.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $6000000.00        | $200850.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $12439800.00       | $941492.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $37106456.00       | $489509.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $13756430.00       | $163398.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $5966438.00        | $107397.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $30203626.00       | $1329393.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $4500000.00        | $188924.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 5.0000%  | 0.0000% | $4650421.00        | $532868.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $3696287.00        | $95697.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4900000.00        | $424988.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $354556.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 5.0000%  | 0.0000% | $2114699.00        | $115618.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $2042397.00        | $305353.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $4970334.00        | $295982.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $9867094.00        | $565885.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $2070899.00        | $102744.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 4.5000%  | 0.0000% | $963519.00         | $124504.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 4.5000%  | 0.0000% | $1069968.00        | $169109.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $3640000.00        | $292679.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $4009745.00        | $238694.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $4478805.00        | $397915.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $6202429.00        | $133634.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $64759900.00       | $65682509.00       | U.S. Treasuries (including strips) |

### Security 277: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A70C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A70C779156GCG
- **C.18 - Value (incl. sponsor support):** $1964999017.50
- **C.18.a - Value (excl. sponsor support):** $1964999017.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.5000%  | 0.0000% | $424990.00         | $275145.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $1420659.00        | $1061324.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.0000%  | 0.0000% | $4314393.00        | $2715006.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.5000%  | 0.0000% | $15421192.00       | $9713662.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $315951108.00      | $238721407.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $140990341.00      | $106963781.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1140000.00        | $852861.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.5000%  | 0.0000% | $3853000.00        | $2583066.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $120156560.00      | $83157679.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2568337.00        | $1548896.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.5000%  | 0.0000% | $53287508.00       | $33973101.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 3.0000%  | 0.0000% | $1025382.00        | $689854.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $90883229.00       | $69095625.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.5000%  | 0.0000% | $91033280.00       | $70398964.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1763709.00        | $1324447.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 2.0000%  | 0.0000% | $1125335.00        | $652507.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.0000%  | 0.0000% | $2017118.00        | $1393589.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.5000%  | 0.0000% | $111974.00         | $84359.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.0000%  | 0.0000% | $217620033.00      | $167270519.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $10842789.00       | $8407476.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $62881000.00       | $48493777.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.5000%  | 0.0000% | $146011241.00      | $103509376.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.0000%  | 0.0000% | $1754727.00        | $971060.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 6.5000%  | 0.0000% | $460000.00         | $184866.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 7.0000%  | 0.0000% | $201003.00         | $70399.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.0000%  | 0.0000% | $1371986.00        | $907648.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 3.5000%  | 0.0000% | $398000.00         | $298399.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.0000%  | 0.0000% | $14322843.00       | $11369538.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 4.5000%  | 0.0000% | $4732999.00        | $3743003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $65542208.00       | $44862669.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.0000%  | 0.0000% | $101901601.00      | $55419105.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 6.5000%  | 0.0000% | $50050000.00       | $19019971.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 4.0000%  | 0.0000% | $3474525.00        | $2701213.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $80800000.00       | $61392939.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $399304160.00      | $272611183.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $81534384.00       | $44889745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.5000%  | 0.0000% | $39931329.00       | $16096372.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.5000%  | 0.0000% | $5437281.00        | $3943196.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.0000%  | 0.0000% | $1200000.00        | $937288.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 4.5000%  | 0.0000% | $2570000.00        | $2034228.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $50105000.00       | $38652850.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $20199148.00       | $13729616.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.5000%  | 0.0000% | $318506.00         | $208179.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 3.0000%  | 0.0000% | $13787150.00       | $9386651.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 4.5000%  | 0.0000% | $1865221.00        | $1493466.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $774657.00         | $608275.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $5267032.00        | $3725417.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 6.5000%  | 0.0000% | $50000000.00       | $21633100.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.5000%  | 0.0000% | $331000.00         | $238709.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.0000%  | 0.0000% | $347000.00         | $274588.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $363000.00         | $298892.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $2489000.00        | $1981086.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $100838504.00      | $72750577.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 3.0000%  | 0.0000% | $1200000.00        | $805500.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.5000%  | 0.0000% | $24049502.00       | $17049348.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $1827824.00        | $1066235.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1950000.00        | $1475239.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $1998120.00        | $1551684.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1542473.00        | $1340884.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $270697.00         | $184068.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1068785.00        | $756671.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $720896.00         | $570086.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1507388.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.0000%  | 0.0000% | $1167322.00        | $710369.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 6.0000%  | 0.0000% | $1872707.00        | $1871487.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1980604.00        | $1481980.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $3900039.00        | $3013165.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 7.5000%  | 0.0000% | $1366764.00        | $1416217.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $85000.00          | $70163.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.2500%  | 0.0000% | $1462062.00        | $1177735.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $3737068.00        | $2899833.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $3583098.00        | $2855198.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $2020788.00        | $1685274.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 7.5000%  | 0.0000% | $957581.00         | $602609.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $801613.00         | $851880.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.5000%  | 0.0000% | $597240.00         | $620780.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $14438618.00       | $13208333.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.5000%  | 0.0000% | $945306.00         | $1008003.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $278757954.00      | $283187040.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $99000.00          | $76361.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1973270.00        | $1567911.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $456040.00         | $346687.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $31817.00          | $20811.00          | Agency Mortgage-Backed Securities |

### Security 278: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A892, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05A892779156CCG
- **C.18 - Value (incl. sponsor support):** $490500584.00
- **C.18.a - Value (excl. sponsor support):** $490500584.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.0000%  | 0.0000% | $19853.00          | $11015.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $284247582.00      | $212765554.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.0000%  | 0.0000% | $26956245.00       | $15674054.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $46072990.00       | $28648953.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 3.0000%  | 0.0000% | $3522745.00        | $2286111.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.0000%  | 0.0000% | $35762013.00       | $26716540.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $239596013.00      | $179523368.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.0000%  | 0.0000% | $5746000.00        | $4272934.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.5000%  | 0.0000% | $900000.00         | $583329.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 3.0000%  | 0.0000% | $1105307.00        | $714439.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $25854961.00       | $19535088.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 2.0000%  | 0.0000% | $470127.00         | $380228.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 5.0000%  | 0.0000% | $563951.00         | $561744.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $278337.00         | $238571.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-15      | 5.0000%  | 0.0000% | $1516079.00        | $1431005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $2402394.00        | $1898780.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $2098000.00        | $1632940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $4472197.00        | $2925129.00        | Agency Mortgage-Backed Securities |

### Security 279: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05A898, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05A8987791563BO
- **C.18 - Value (incl. sponsor support):** $980000000.00
- **C.18.a - Value (excl. sponsor support):** $980000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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                   | 2026-09-22      | 1.0000%  | 0.0000% | $50000000.00       | $48991217.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-12      | 3.0000%  | 0.0000% | $15000.00          | $14977.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-10-24      | 4.1000%  | 0.0000% | $1720000.00        | $1681321.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2038-10-19      | 4.2500%  | 0.0000% | $5150000.00        | $4875269.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-01-28      | 0.5200%  | 0.0000% | $25000000.00       | $24900083.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-05-12      | 0.9400%  | 0.0000% | $20000000.00       | $19744356.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19711098.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-13      | 1.1000%  | 0.0000% | $30000000.00       | $29367300.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-01-27      | 2.8400%  | 0.0000% | $5760000.00        | $4488973.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-09-09      | 4.5000%  | 0.0000% | $25000000.00       | $25949875.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-04-06      | 4.0650%  | 0.0000% | $1000000.00        | $1006011.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-26      | 0.0000%  | 0.0000% | $33100000.00       | $32992425.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-03-07      | 2.1500%  | 0.0000% | $4702000.00        | $3861901.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-16      | 1.8800%  | 0.0000% | $25000000.00       | $22800750.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-12-22      | 2.0400%  | 0.0000% | $18400000.00       | $11504416.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-02-17      | 0.5900%  | 0.0000% | $20000000.00       | $19885906.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-23      | 1.4300%  | 0.0000% | $13000000.00       | $12688125.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $20000000.00       | $19719978.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-08      | 3.0000%  | 0.0000% | $40375000.00       | $38515920.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-23      | 3.3000%  | 0.0000% | $50000000.00       | $48453767.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-29      | 3.5400%  | 0.0000% | $45000000.00       | $43592925.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-02-09      | 4.0000%  | 0.0000% | $25000000.00       | $25495278.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-04-13      | 4.8000%  | 0.0000% | $25000000.00       | $25080750.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20343244.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-05-23      | 4.2700%  | 0.0000% | $116949000.00      | $117353514.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-07      | 4.2700%  | 0.0000% | $151509000.00      | $152581684.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-01      | 0.0000%  | 0.0000% | $8363000.00        | $8232203.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-01-28      | 0.5500%  | 0.0000% | $20000000.00       | $19921247.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-09-24      | 1.8750%  | 0.0000% | $2000000.00        | $1977127.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 3.5000%  | 0.0000% | $2750000.00        | $254333.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 3.0000%  | 0.0000% | $607766.00         | $130354.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 5.0000%  | 0.0000% | $747832.00         | $673168.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1571036.00        | $1620201.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $78731.00          | $83151.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $1035140.00        | $1043241.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1168614.00        | $1197489.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $4022560.00        | $4149176.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1789036.00        | $1870836.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $4031224.00        | $4066472.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $37716864.00       | $38918601.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $777219.00         | $801582.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $4690752.00        | $4680651.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 6.5000%  | 0.0000% | $1038446.00        | $1084054.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $2685176.00        | $2742343.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1657708.00        | $1676700.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $5285050.00        | $5345601.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 5.5000%  | 0.0000% | $136485000.00      | $123968568.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $1154210.00        | $1200302.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $147754.00         | $2192.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-20      | 6.0000%  | 0.0000% | $16510000.00       | $232160.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2034-08-01      | 4.3750%  | 0.0000% | $25000.00          | $25880.00          | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |

### Security 280: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.160002%
- **C.6 - Investment 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):** $245999827.80
- **C.18.a - Value (excl. sponsor support):** $245999827.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks              | 2026-09-11      | 3.0000%  | 0.0000% | $10000.00          | $10009.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks              | 2026-03-25      | 0.0000%  | 0.0000% | $23150000.00       | $22868496.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-15      | 6.7500%  | 0.0000% | $2000.00           | $2323.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-13      | 2.1500%  | 0.0000% | $1256000.00        | $912588.00         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 2.5000%  | 0.0000% | $14799.00          | $3858.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 5.0000%  | 0.0000% | $40525.00          | $3779.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 5.0000%  | 0.0000% | $36744.00          | $4048.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $5285.00           | $572.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.5000%  | 0.0000% | $7326384.00        | $564595.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-11-20      | 4.5000%  | 0.0000% | $7710.00           | $576.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $204509440.00      | $75680327.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $1392654.00        | $517540.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $3038776.00        | $413430.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 3.5000%  | 0.0000% | $3155.00           | $627.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 3.0000%  | 0.0000% | $15513.00          | $3774.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $17965.00          | $4072.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.5000%  | 0.0000% | $6944.00           | $3989.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $6779.00           | $4019.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $2984.00           | $1855.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $5400.00           | $4118.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.0000%  | 0.0000% | $2981.00           | $1990.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 3.5000%  | 0.0000% | $60000.00          | $42884.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 3.5000%  | 0.0000% | $4577.00           | $3448.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.0000%  | 0.0000% | $4774.00           | $3749.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $231000.00         | $163388.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $9760.00           | $5385.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $33154496.00       | $29259976.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $8384.00           | $3953.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1624.00           | $573.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 4.0000%  | 0.0000% | $4541.00           | $4044.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $58785152.00       | $24948819.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $10774880.00       | $7681465.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $21701.00          | $5650.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.0000%  | 0.0000% | $621495.00         | $232576.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $9801.00           | $4012.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 4.0000%  | 0.0000% | $273000.00         | $96814.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.0000%  | 0.0000% | $13612.00          | $3867.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 3.0000%  | 0.0000% | $94570.00          | $38486.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-20      | 4.0000%  | 0.0000% | $8114.00           | $2979.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1208720.00        | $778956.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 4.5000%  | 0.0000% | $4408.00           | $4092.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 3.0000%  | 0.0000% | $36040.00          | $811.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-08-15      | 3.0000%  | 0.0000% | $41226.00          | $3893.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $28804.00          | $3819.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1011008.00        | $1032532.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $3796.00           | $3916.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $7296.00           | $7432.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $3965.00           | $4145.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1495632.00        | $1560645.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $3960.00           | $4130.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1684284.00        | $1736623.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $5288.00           | $5513.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $3585.00           | $3739.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $4608.00           | $4727.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $3348.00           | $3401.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $4010.00           | $4147.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $3891.00           | $4088.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $2741.00           | $2862.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $3956.00           | $4130.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1822688.00        | $1864164.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $681591.00         | $690931.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1507484.00        | $1583238.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3668.00           | $3833.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $11060.00          | $11318.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $5306.00           | $5553.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2606776.00        | $2685516.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $4392.00           | $4477.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $7020.00           | $7340.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2004488.00        | $2150425.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 6.0000%  | 0.0000% | $3672.00           | $3749.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1438.00           | $1501.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $3596.00           | $3715.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3848.00           | $4024.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3386.00           | $3538.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3708.00           | $3885.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3920.00           | $4099.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $4032.00           | $4115.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $4016.00           | $4101.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1228766.00        | $1288300.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3728.00           | $3887.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3996.00           | $4092.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $4676.00           | $4886.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1728.00           | $1743.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3972.00           | $4134.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $3988.00           | $4104.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $3860.00           | $4036.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $4016.00           | $4128.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3620964.00        | $3714463.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3880.00           | $4034.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $13956224.00       | $14512687.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 6.0000%  | 0.0000% | $3530.00           | $3607.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $3776.00           | $3856.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $4864.00           | $4469.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 5.5000%  | 0.0000% | $4594.00           | $4100.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 3.0000%  | 0.0000% | $2140.00           | $1831.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $4000.00           | $3990.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 3.0000%  | 0.0000% | $4675.00           | $4137.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $4480.00           | $4486.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $1826.00           | $1844.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $3930.00           | $4008.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.0000%  | 0.0000% | $2700.00           | $2446.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.5000%  | 0.0000% | $6374104.00        | $6176562.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $7466.00           | $3994.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2218.00           | $2317.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $5850.00           | $6050.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $2700.00           | $2792.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1630.00           | $1721.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $3942.00           | $4135.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $387904.00         | $3783.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-20      | 4.5000%  | 0.0000% | $117872.00         | $4143.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 5.0000%  | 0.0000% | $103202.00         | $4005.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $18377088.00       | $62179.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $360448.00         | $275.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $255354.00         | $2288.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $6976.00           | $6957.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $28540928.00       | $29259903.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $19948544.00       | $20082518.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 5.0000%  | 0.0000% | $88038.00          | $3771.00           | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority               | 2035-06-15      | 4.6500%  | 0.0000% | $1000.00           | $1051.00           | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $5800.00           | $6661.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $241600.00         | $198473.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $184.00            | $84.00             | U.S. Treasuries (including strips)  |

### Security 281: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABCC, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCC779156MCG
- **C.18 - Value (incl. sponsor support):** $492020910.00
- **C.18.a - Value (excl. sponsor support):** $492020910.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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? 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      | 7.0000%  | 0.0000% | $425792750.00      | $193490547.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $194918532.00      | $105279980.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.5000%  | 0.0000% | $62688.00          | $59136.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $50093847.00       | $35712151.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $7549688.00        | $3015922.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $628.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $636779.00         | $444255.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $8371886.00        | $2029931.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.0000%  | 0.0000% | $1242.00           | $1159.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $189980.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.5000%  | 0.0000% | $159603.00         | $159335.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $50113491.00       | $51982103.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $105666210.00      | $109475477.00      | Agency Mortgage-Backed Securities |

### Security 282: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABCD, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCD779156LCG
- **C.18 - Value (incl. sponsor support):** $492179284.80
- **C.18.a - Value (excl. sponsor support):** $492179284.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $10604945.00       | $10797043.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $6933880.00        | $6964001.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1049250.00        | $1121505.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $71437518.00       | $71696408.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1401135.00        | $1405812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $10773639.00       | $10807210.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1154000.00        | $1165743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $620083.00         | $625285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $5410720.00        | $5431503.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1421700.00        | $1471531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1197944.00        | $1264044.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $2350716.00        | $2317098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2232521.00        | $2286162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $3180887.00        | $3255361.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $2075424.00        | $2096321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $2178744.00        | $2196207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $29951165.00       | $30606407.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $16810155.00       | $17391148.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $8075912.00        | $8460535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $63874947.00       | $65603339.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $73982287.00       | $77095610.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $73498805.00       | $74480455.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $37192306.00       | $37479021.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $27558.00          | $27566.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $947110.00         | $936096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $6926117.00        | $7077778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $9424600.00        | $8274580.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $48809900.00       | $49505276.00       | U.S. Treasuries (including strips) |

### Security 283: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05ABCE, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05ABCE779156KCG
- **C.18 - Value (incl. sponsor support):** $492381300.00
- **C.18.a - Value (excl. sponsor support):** $492381300.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 5.0000%  | 0.0000% | $4995277.00        | $5083643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.5000%  | 0.0000% | $526906.00         | $541429.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1460281.00        | $1195601.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $3367528.00        | $3361183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $516068.00         | $523551.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1336178.00        | $1391315.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1232701.00        | $1313391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1226085.00        | $1300278.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2284096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $375979.00         | $363747.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1099171.00        | $1145559.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $367689.00         | $364035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1130295.00        | $1178561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1259011.00        | $1265049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $4361902.00        | $4428661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4815528.00        | $4943786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1023945.00        | $1082086.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $5445129.00        | $5531194.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $3088568.00        | $3147755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $9052930.00        | $8879771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2181332.00        | $2229699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-04-01      | 4.5000%  | 0.0000% | $210000.00         | $62436.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 4.0000%  | 0.0000% | $300000.00         | $99769.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-06-01      | 2.5000%  | 0.0000% | $99999.00          | $67518.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 6.0000%  | 0.0000% | $1175916.00        | $1232487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $2000000.00        | $1849937.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $6556809.00        | $6602280.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $28327420.00       | $28484439.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4937790.00        | $5049986.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $2190062.00        | $2202202.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $4862114.00        | $5051693.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $8000997.00        | $8045347.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1651.00           | $1708.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $4374072.00        | $4387702.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $23678855.00       | $24127163.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.0000%  | 0.0000% | $7318000.00        | $7257402.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $81084058.00       | $83465091.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 4.5000%  | 0.0000% | $60367876.00       | $59729063.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $67912958.00       | $68159075.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $51100751.00       | $52122511.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $126304.00         | $123660.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.5000%  | 0.0000% | $10514987.00       | $10242117.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $2245900.00        | $2348895.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1546626.00        | $1556311.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $88101.00          | $87076.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $4345762.00        | $4440921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1277677.00        | $1290966.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $11836657.00       | $12209583.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1239432.00        | $1244662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $3557279.00        | $3629840.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1148085.00        | $1155945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1128580.00        | $1177885.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $2246250.00        | $2252445.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $5801990.00        | $5823016.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $8889692.00        | $9052427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1842150.00        | $1931076.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $991224.00         | $976161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $10092529.00       | $9925922.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $6254333.00        | $6301772.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $13302047.00       | $13350254.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $3176100.00        | $3165862.00        | U.S. Treasuries (including strips) |

### Security 284: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05AC38, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05AC38779156JCG
- **C.18 - Value (incl. sponsor support):** $420325878.00
- **C.18.a - Value (excl. sponsor support):** $420325878.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1074777.00        | $1099197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1263913.00        | $1295252.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1325739.00        | $1334310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1688023.00        | $1697306.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1262093.00        | $944118.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1053611.00        | $1081168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1247575.00        | $1297296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $26628.00          | $28140.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1445363.00        | $1461537.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $5649858.00        | $5713521.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3512649.00        | $3607701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2049325.00        | $2089666.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $1094108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2885029.00        | $3004238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2097563.00        | $2109190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1068500.00        | $1073299.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2173528.00        | $2221124.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1959992.00        | $1967946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1198000.00        | $1223537.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1725419.00        | $1854869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1752042.00        | $1835807.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1195105.00        | $1251191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $4245514.00        | $4285617.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1080466.00        | $1067550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $9232797.00        | $9080382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2173809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $2758173.00        | $2848183.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1539821.00        | $1587756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1787643.00        | $1840378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3703116.00        | $3801000.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1532344.00        | $1515815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $2157617.00        | $2133277.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $3861923.00        | $3898627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3353378.00        | $3439178.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $1068281.00        | $1022892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2347132.00        | $2357964.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1374158.00        | $1448474.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1149022.00        | $1221991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1631396.00        | $1664016.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2005150.00        | $2058096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2699151.00        | $2711608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1433349.00        | $1446394.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1048567.00        | $1077251.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1626832.00        | $1674062.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $6962875.00        | $7001470.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1616782.00        | $1667932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2348953.00        | $2361973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1201700.00        | $1232447.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1489493.00        | $1524734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1995228.00        | $2044716.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1201000.00        | $1213093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1173475.00        | $1176711.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1056001.00        | $1066634.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1084350.00        | $1167689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1076984.00        | $1100568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1348060.00        | $1329350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $3259873.00        | $3210336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $4354509.00        | $4438233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1180400.00        | $1216328.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1340812.00        | $1345776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1300226.00        | $1334512.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1263162.00        | $1242310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1534070.00        | $1549279.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1403023.00        | $1390347.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1448885.00        | $1432653.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1881881.00        | $1859997.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $2936433.00        | $2951007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $6153808.00        | $6297887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $6995374.00        | $7242758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $6004973.00        | $5920723.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $3435498.00        | $3457863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $7105525.00        | $7158106.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $7296513.00        | $7465106.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1081854.00        | $1094584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2937691.00        | $2995981.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1882798.00        | $1897887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $6121250.00        | $6405325.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $13852547.00       | $13890752.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $9658827.00        | $9835641.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $3985600.00        | $4111417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $5338840.00        | $5353565.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $12407921.00       | $12452887.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $32483711.00       | $32847171.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $34733474.00       | $35111374.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $30145856.00       | $30303609.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $35221697.00       | $35416931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $6367117.00        | $6484445.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1391272.00        | $1435105.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $4956342.00        | $4974804.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $1545272.00        | $1624631.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $2038500.00        | $2092096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1334673.00        | $1383491.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $44880900.00       | $42647908.00       | U.S. Treasuries (including strips) |

### Security 285: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.169999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B34E, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR05B34E7791563BA
- **C.18 - Value (incl. sponsor support):** $295008260.00
- **C.18.a - Value (excl. sponsor support):** $295008260.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $45812177.00       | $38770191.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $88721382.00       | $88792822.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $95162904.00       | $87547937.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $86857049.00       | $88739050.00       | Agency Mortgage-Backed Securities |

### Security 286: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B3AC, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR05B3AC7791562BA
- **C.18 - Value (incl. sponsor support):** $245999680.20
- **C.18.a - Value (excl. sponsor support):** $245999680.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-20      | 3.5000%  | 0.0000% | $1690622.00        | $418184.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 3.5000%  | 0.0000% | $2434505.00        | $785489.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 3.5000%  | 0.0000% | $716453.00         | $327693.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 3.7400%  | 0.0000% | $163491.00         | $66599.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-20      | 3.7400%  | 0.0000% | $917713.00         | $49106.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.7400%  | 0.0000% | $2643137.00        | $255794.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.7400%  | 0.0000% | $1329699.00        | $160722.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-20      | 3.7400%  | 0.0000% | $959734.00         | $261526.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-20      | 3.7400%  | 0.0000% | $1398476.00        | $51990.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 3.7400%  | 0.0000% | $326452.00         | $127307.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 3.7400%  | 0.0000% | $998452.00         | $126316.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 3.7400%  | 0.0000% | $1081495.00        | $181154.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 3.7400%  | 0.0000% | $1093641.00        | $138266.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-20      | 2.5000%  | 0.0000% | $480000.00         | $7683.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 2.5000%  | 0.0000% | $240000.00         | $5387.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $19911.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-20      | 2.5000%  | 0.0000% | $295000.00         | $8415.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 2.5000%  | 0.0000% | $620000.00         | $18446.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-20      | 4.5000%  | 0.0000% | $1400000.00        | $74204.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $400000.00         | $39060.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 3.0000%  | 0.0000% | $15000.00          | $844.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-20      | 3.5000%  | 0.0000% | $650000.00         | $37219.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 2.5000%  | 0.0000% | $943482.00         | $154408.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 4.5000%  | 0.0000% | $80000.00          | $5577.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.5000%  | 0.0000% | $25000.00          | $1968.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 4.5000%  | 0.0000% | $600000.00         | $58844.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 4.5000%  | 0.0000% | $54000.00          | $5438.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $1950000.00        | $299169.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 4.5000%  | 0.0000% | $50000.00          | $3932.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.5000%  | 0.0000% | $500000.00         | $36444.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.5000%  | 0.0000% | $201000.00         | $18029.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.5000%  | 0.0000% | $192429.00         | $16979.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.0000%  | 0.0000% | $9600000.00        | $1342835.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.0000%  | 0.0000% | $1125000.00        | $175692.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $30000.00          | $3597.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $950000.00         | $56273.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $104384.00         | $46348.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $889197.00         | $449005.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 2.5000%  | 0.0000% | $1000000.00        | $187798.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $172476.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.0000%  | 0.0000% | $5772000.00        | $955134.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 2.5000%  | 0.0000% | $1928000.00        | $564139.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $271801.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $152928.00         | $66696.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.5000%  | 0.0000% | $3787415.00        | $915217.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $3526846.00        | $1345558.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $3409652.00        | $980238.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 4.0000%  | 0.0000% | $4722646.00        | $1294288.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $266257.00         | $127437.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1404000.00        | $980112.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $143000.00         | $101172.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.0000%  | 0.0000% | $98781.00          | $67245.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 5.0000%  | 0.0000% | $15650.00          | $10385.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $891000.00         | $457518.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $66000.00          | $32037.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $120000.00         | $61206.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $921000.00         | $496043.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $2339623.00        | $1335056.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $335000.00         | $190352.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $2005933.00        | $1167878.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $500000.00         | $297572.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $1230000.00        | $741162.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $183000.00         | $113733.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-20      | 1.5000%  | 0.0000% | $130000.00         | $72642.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $1000000.00        | $622596.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $140000.00         | $106770.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 2.5000%  | 0.0000% | $33445.00          | $20797.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 5.5000%  | 0.0000% | $85000.00          | $55092.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 2.0000%  | 0.0000% | $214000.00         | $134668.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.0000%  | 0.0000% | $500000.00         | $377782.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.0000%  | 0.0000% | $234661.00         | $125455.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $37000.00          | $25607.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 2.0000%  | 0.0000% | $492310.00         | $296899.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 5.5000%  | 0.0000% | $446850.00         | $308900.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 6.5000%  | 0.0000% | $28503.00          | $18999.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.5000%  | 0.0000% | $30000.00          | $20481.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.5000%  | 0.0000% | $1200000.00        | $483722.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 5.5000%  | 0.0000% | $560272.00         | $274842.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-20      | 6.0000%  | 0.0000% | $125541.00         | $84316.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $34742.00          | $22847.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-20      | 5.5000%  | 0.0000% | $987564.00         | $592761.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-20      | 6.0000%  | 0.0000% | $77208.00          | $36027.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-20      | 5.5000%  | 0.0000% | $43396.00          | $24835.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.0000%  | 0.0000% | $6000.00           | $2141.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 6.5000%  | 0.0000% | $38664.00          | $24473.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.0000%  | 0.0000% | $765292.00         | $549146.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $8000.00           | $3635.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.0000%  | 0.0000% | $40000.00          | $36613.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $500000.00         | $426595.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $101000.00         | $49904.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-20      | 7.0000%  | 0.0000% | $63920.00          | $49963.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.5000%  | 0.0000% | $84699.00          | $17122.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-20      | 8.0000%  | 0.0000% | $44993.00          | $24512.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 8.0000%  | 0.0000% | $29137.00          | $22295.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.0000%  | 0.0000% | $100000.00         | $82798.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $31000.00          | $14655.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1627794.00        | $767412.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $63086.00          | $50486.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $1198232.00        | $338573.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $14000.00          | $12802.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $43418.00          | $19248.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $699149.00         | $160805.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $5006000.00        | $791021.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-20      | 8.0000%  | 0.0000% | $38767.00          | $26189.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.0000%  | 0.0000% | $25000.00          | $10286.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $590413.00         | $209162.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 7.5000%  | 0.0000% | $219678.00         | $93233.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $193329.00         | $54135.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.5000%  | 0.0000% | $75000.00          | $64598.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1061075.00        | $593239.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 8.0000%  | 0.0000% | $254321.00         | $60084.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 5.5000%  | 0.0000% | $589293.00         | $503696.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-20      | 4.0000%  | 0.0000% | $3637726.00        | $181495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $5267599.00        | $930532.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $170000.00         | $32573.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.5000%  | 0.0000% | $1550765.00        | $1325606.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-15      | 6.0000%  | 0.0000% | $1335844.00        | $1344890.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 4.5000%  | 0.0000% | $1373736.00        | $1289186.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-20      | 6.5000%  | 0.0000% | $1333558.00        | $922671.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $3060982.00        | $130411.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $1211109.00        | $502647.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $2717404.00        | $592800.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $1719843.00        | $1052245.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-15      | 4.0000%  | 0.0000% | $1208565.00        | $1024724.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 3.5000%  | 0.0000% | $1084123.00        | $639439.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 4.0000%  | 0.0000% | $1232295.00        | $836963.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-15      | 4.5000%  | 0.0000% | $1772229.00        | $1066793.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 5.0000%  | 0.0000% | $1146530.00        | $225912.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 4.0000%  | 0.0000% | $1427744.00        | $68166.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $2049265.00        | $1128433.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $1200000.00        | $336994.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $1930487.00        | $1010085.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $2317612.00        | $741555.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $773000.00         | $199911.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 3.5000%  | 0.0000% | $2342086.00        | $548124.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 4.0000%  | 0.0000% | $1011278.00        | $73502.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $511239.00         | $64889.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 3.5000%  | 0.0000% | $1773147.00        | $405273.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 4.0000%  | 0.0000% | $1513054.00        | $508421.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $3835704.00        | $481863.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $1822308.00        | $416270.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 4.0000%  | 0.0000% | $1475608.00        | $495784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-11-20      | 3.5000%  | 0.0000% | $3417422.00        | $715268.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $1849902.00        | $696974.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.5000%  | 0.0000% | $1037177.00        | $479113.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $1200000.00        | $100554.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 4.0000%  | 0.0000% | $600000.00         | $278702.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $68017.00          | $34915.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-15      | 3.5000%  | 0.0000% | $1156693.00        | $970643.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $211312.00         | $114334.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $312134.00         | $134240.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 5.0000%  | 0.0000% | $1420376.00        | $376224.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $75859.00          | $54787.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $68847.00          | $47803.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.5000%  | 0.0000% | $100113.00         | $82938.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 3.5000%  | 0.0000% | $2283037.00        | $972441.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1211786.00        | $699327.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1524136.00        | $1116950.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $1682745.00        | $795605.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-11-20      | 3.0000%  | 0.0000% | $1401382.00        | $987596.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-20      | 6.0000%  | 0.0000% | $1308604.00        | $735923.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.0000%  | 0.0000% | $19048.00          | $17496.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-04-20      | 3.7400%  | 0.0000% | $422053.00         | $104211.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.7400%  | 0.0000% | $258285.00         | $47107.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-20      | 3.7400%  | 0.0000% | $686489.00         | $46596.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-20      | 4.0000%  | 0.0000% | $1213219.00        | $927064.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 5.5000%  | 0.0000% | $1203404.00        | $577927.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-20      | 5.5000%  | 0.0000% | $1181579.00        | $691304.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $1143065.00        | $636272.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-20      | 5.5000%  | 0.0000% | $1500901.00        | $714391.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-20      | 5.0000%  | 0.0000% | $1286356.00        | $697596.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1336973.00        | $866542.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-20      | 6.5000%  | 0.0000% | $1398749.00        | $1077182.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $1356326.00        | $813447.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $2823573.00        | $1322224.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1271591.00        | $974813.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $1155622.00        | $737043.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $1067141.00        | $1039609.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1108181.00        | $208049.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1485666.00        | $524059.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $2353010.00        | $437837.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $1058453.00        | $885658.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1145111.00        | $1098949.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.0000%  | 0.0000% | $1057464.00        | $834746.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1359358.00        | $841251.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1596812.00        | $684682.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1148082.00        | $1231236.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1294736.00        | $1355025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $577843.00         | $124893.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 8.0000%  | 0.0000% | $1662481.00        | $517413.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1769313.00        | $248013.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1501098.00        | $369093.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 8.5000%  | 0.0000% | $748736.00         | $814196.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $5995135.00        | $840217.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $1990027.00        | $684745.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1295639.00        | $1101700.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $3346530.00        | $561166.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $3098209.00        | $677221.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.5000%  | 0.0000% | $1164404.00        | $975713.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 8.0000%  | 0.0000% | $1826211.00        | $934821.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 8.0000%  | 0.0000% | $1128999.00        | $625152.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2064-04-20      | 7.5000%  | 0.0000% | $339552.00         | $350620.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $1192722.00        | $1182704.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $200000.00         | $148161.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 8.0000%  | 0.0000% | $1230689.00        | $633438.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1179923.00        | $1224382.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $1153757.00        | $1103016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.5000%  | 0.0000% | $1001687.00        | $1058910.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-20      | 4.0000%  | 0.0000% | $1083161.00        | $882128.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $125384.00         | $131047.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.5000%  | 0.0000% | $1196000.00        | $1146031.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1288939.00        | $1319429.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1287415.00        | $1332091.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1047547.00        | $912084.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1330029.00        | $808858.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1332657.00        | $1354837.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1321211.00        | $1143261.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 4.5000%  | 0.0000% | $1154347.00        | $1112225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $54970.00          | $57039.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.0000%  | 0.0000% | $1410300.00        | $1289413.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1221703.00        | $1277595.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1219339.00        | $540712.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1136750.00        | $1179505.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $1053740.00        | $1014166.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1004272.00        | $1042912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $1039346.00        | $730041.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $972138.00         | $1047845.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1018237.00        | $1058448.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1137995.00        | $1183008.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1093748.00        | $764374.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1063280.00        | $1106164.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1137070.00        | $1181736.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $720452.00         | $757557.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1043245.00        | $1094296.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $229678.00         | $238739.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.5000%  | 0.0000% | $1295289.00        | $1363078.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $861514.00         | $894982.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $329762.00         | $352278.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1070184.00        | $1092083.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1251905.00        | $1278559.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1196071.00        | $1243552.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1054558.00        | $1112132.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1233459.00        | $1272908.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1190415.00        | $1230310.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.0000%  | 0.0000% | $1262793.00        | $1269080.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $1238616.00        | $1241167.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1275309.00        | $1325911.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1164189.00        | $1230423.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1048297.00        | $1095248.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1226149.00        | $1280167.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $1330859.00        | $1362077.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $355619.00         | $370420.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.5000%  | 0.0000% | $1087930.00        | $1154090.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1208136.00        | $1262306.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $745757.00         | $791895.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $1116136.00        | $1135337.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1139835.00        | $1176154.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $503508.00         | $523432.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $577313.00         | $609289.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1214401.00        | $1267443.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1025487.00        | $1070954.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1166774.00        | $1217286.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1118289.00        | $1168899.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1061582.00        | $1111473.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1082193.00        | $1132277.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1019989.00        | $1066402.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1010658.00        | $1071918.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1174107.00        | $1186359.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $661612.00         | $704966.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1024844.00        | $1098539.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1088906.00        | $1123664.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1111986.00        | $1161898.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1269212.00        | $1326895.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $1067292.00        | $1071651.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.5000%  | 0.0000% | $1067103.00        | $1115365.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1090619.00        | $1138739.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1311800.00        | $1368607.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1256551.00        | $1316551.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1236228.00        | $1301896.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1273482.00        | $1348099.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 6.0000%  | 0.0000% | $85257.00          | $86402.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1190071.00        | $1267608.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1193985.00        | $1225634.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.5000%  | 0.0000% | $1198899.00        | $1276773.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1011778.00        | $1060431.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1181842.00        | $1246341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $712664.00         | $731696.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1067302.00        | $1090025.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1099907.00        | $1108007.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 6.5000%  | 0.0000% | $1168254.00        | $1223806.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1094153.00        | $1149561.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1250770.00        | $1309037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1135339.00        | $1193778.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1174593.00        | $1229311.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1052329.00        | $1098611.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1228578.00        | $1311183.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1236477.00        | $1309008.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $1166037.00        | $1212101.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $156821.00         | $165257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $276813.00         | $296147.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1178540.00        | $1234155.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1256331.00        | $1312637.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1180705.00        | $1249728.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1136266.00        | $1204107.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1113499.00        | $1179968.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1003041.00        | $1062149.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1056136.00        | $1096108.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1079510.00        | $1119631.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1229188.00        | $1292457.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1162611.00        | $1173812.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1056939.00        | $1062404.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1023624.00        | $1030887.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1216570.00        | $1268257.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1104264.00        | $1152364.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1029305.00        | $1090061.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $1120852.00        | $1171084.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1172532.00        | $1247649.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1104029.00        | $1172396.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1065992.00        | $1129648.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $518161.00         | $409918.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.0000%  | 0.0000% | $55000.00          | $28553.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.5000%  | 0.0000% | $480163.00         | $173694.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-20      | 6.0000%  | 0.0000% | $741339.00         | $642136.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 4.5000%  | 0.0000% | $247105.00         | $236454.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $174163.00         | $103283.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 7.0000%  | 0.0000% | $43016.00          | $41463.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.5000%  | 0.0000% | $506383.00         | $489099.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.5000%  | 0.0000% | $1203510.00        | $1060525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $1046044.00        | $1043392.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $364566.00         | $365464.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 3.5000%  | 0.0000% | $258223.00         | $235519.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $200000.00         | $200264.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-20      | 8.0000%  | 0.0000% | $53185.00          | $51062.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 3.0000%  | 0.0000% | $796599.00         | $715841.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 8.0000%  | 0.0000% | $435372.00         | $454014.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 3.5000%  | 0.0000% | $472343.00         | $451532.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 3.5000%  | 0.0000% | $1000000.00        | $915459.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 4.5000%  | 0.0000% | $650000.00         | $637030.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.0000%  | 0.0000% | $1107633.00        | $1108995.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $112356.00         | $113479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $745781.00         | $760629.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $264796.00         | $263674.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 5.0000%  | 0.0000% | $297000.00         | $299508.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 3.5000%  | 0.0000% | $1166527.00        | $1073269.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $256896.00         | $262910.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 4.5000%  | 0.0000% | $255765.00         | $256942.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 4.5000%  | 0.0000% | $12033.00          | $11838.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.0000%  | 0.0000% | $257000.00         | $267843.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $263332.00         | $283725.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1022904.00        | $1063075.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1135257.00        | $1170709.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1290708.00        | $1349647.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1187413.00        | $1248751.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $847894.00         | $888250.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $338305.00         | $351538.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1015577.00        | $1054972.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1099890.00        | $730413.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1063275.00        | $935239.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1726367.00        | $1342527.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1049431.00        | $1057218.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1013348.00        | $1020187.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1178752.00        | $1234784.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1284502.00        | $1318659.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1290261.00        | $1324657.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 4.5000%  | 0.0000% | $1333092.00        | $1316341.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1123353.00        | $1135559.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1283272.00        | $1341994.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $548720.00         | $573670.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1280377.00        | $1293304.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1119528.00        | $1130831.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1242545.00        | $1312012.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1228376.00        | $1285601.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $1213857.00        | $1243428.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $78781.00          | $80712.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $680939.00         | $704222.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1031046.00        | $1066300.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $872677.00         | $891255.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $1256030.00        | $1263491.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.0000%  | 0.0000% | $6392716.00        | $895679.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-20      | 7.0000%  | 0.0000% | $156000.00         | $120.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-20      | 7.0000%  | 0.0000% | $620388.00         | $22.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-20      | 7.0000%  | 0.0000% | $501466.00         | $136.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-20      | 6.5000%  | 0.0000% | $3655000.00        | $3538.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-20      | 7.0000%  | 0.0000% | $180000.00         | $419.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-20      | 7.0000%  | 0.0000% | $789506.00         | $1205.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-20      | 7.0000%  | 0.0000% | $125000.00         | $246.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-20      | 6.5000%  | 0.0000% | $900000.00         | $1671.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 6.5000%  | 0.0000% | $365000.00         | $1002.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-20      | 7.0000%  | 0.0000% | $100000.00         | $184.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 6.5000%  | 0.0000% | $61000.00          | $180.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-20      | 7.0000%  | 0.0000% | $45000.00          | $155.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 7.0000%  | 0.0000% | $105000.00         | $2960.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-20      | 3.0000%  | 0.0000% | $1270000.00        | $8651.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 4.5000%  | 0.0000% | $200000.00         | $9093.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-20      | 3.5000%  | 0.0000% | $254000.00         | $374.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 3.0000%  | 0.0000% | $153000.00         | $12477.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $500000.00         | $248396.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $40000.00          | $30853.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $40000.00          | $30408.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $359000.00         | $224931.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $401489.00         | $399587.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.5000%  | 0.0000% | $1350000.00        | $50537.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-20      | 5.0000%  | 0.0000% | $2226594.00        | $114449.00         | Agency Mortgage-Backed Securities |

### Security 287: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.890002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B4C1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B4C1779156RBC
- **C.18 - Value (incl. sponsor support):** $834838177.00
- **C.18.a - Value (excl. sponsor support):** $834838177.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $20040.00          | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 8.0000%  | 0.0000% | $1890.00           | $26.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $18705.00          | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 6.5000%  | 0.0000% | $35755559.00       | $24454.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $2462.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $33613.00          | $311.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $2459.00           | $302.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $19701.00          | $1481.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1094.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 3.0000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-07-01      | 3.5000%  | 0.0000% | $4944.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $1314.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $4838.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $3000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $1189.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 5.5000%  | 0.0000% | $9912064.00        | $9606756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $1908.00           | $1160.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $1281.00           | $1128.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1073.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1025.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.0000%  | 0.0000% | $2128.00           | $2034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $7149.00           | $6128.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $113368323.00      | $11887297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $2093.00           | $379.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1008.00           | $370.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3049.00           | $2474.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $3008.00           | $2398.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $546.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $9117.00           | $1965.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $28650400.00       | $17091627.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 2.5000%  | 0.0000% | $5951.00           | $2092.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1119.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $3306.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1032.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $3039.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 4.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $64646908.00       | $30802469.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $492.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $60369039.00       | $31910338.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $512.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1024.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.5000%  | 0.0000% | $1024.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $20572159.00       | $16715800.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1040.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2064.00           | $1989.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1003.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1040.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 1.5000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1035.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1581.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1008.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $902.00            | 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    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $1008.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1008.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.0000%  | 0.0000% | $1801.00           | $1728.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $1024.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1036.00           | $1082.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $415.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-02-01      | 3.5000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $424.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $3006.00           | $1388.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $2580.00           | $1270.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.5000%  | 0.0000% | $1008.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $1000.00           | $361.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1008.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 2.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1008.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $445.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1125.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1243.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $27329000.00       | $17682515.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $1024.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $700.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1301.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $654.00            | 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    | 2050-01-01      | 4.0000%  | 0.0000% | $1001.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1328.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1024.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1024.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1300.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $685.00            | 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    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1024.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 5.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1517.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $1008.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1280.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $38782680.00       | $28245919.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1003.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $13700864.00       | $12979962.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $6159616.00        | $6280614.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1481.00           | $1478.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1033.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $2049.00           | $2100.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 6.0000%  | 0.0000% | $1007.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1005.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 6.0000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%  | 0.0000% | $1003.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $2062.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 4.5000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1040.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $13516.00          | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $7999.00           | $1508.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $1023.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 3.0000%  | 0.0000% | $1000.00           | $44.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $2046.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1007.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $446.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 2.0000%  | 0.0000% | $1000.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $546.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $7662.00           | $4389.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1800.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1319.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1362.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 2.5000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1575.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $1024.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $2002.00           | $1502.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 5.0000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1001.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1055.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $453.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1430.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $12000.00          | $7902.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1055.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $46860.00          | $37661.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1024.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2706.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 5.0000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 5.5000%  | 0.0000% | $1024.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.0000%  | 0.0000% | $1024.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1080.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1915.00           | 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    | 2040-04-01      | 5.5000%  | 0.0000% | $2049.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1040.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $402068.00         | $383607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1040.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1066.00           | 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   | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1088.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1280.00           | $1252.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3120.00           | $3044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1026.00           | $1064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $1024.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $8704.00           | $6925.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1599.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1040.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2485.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $6956.00           | $7077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $1872.00           | $137.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $50000000.00       | $4412957.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $24431225.00       | $2916268.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 3.0000%  | 0.0000% | $19675714.00       | $3018646.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $36011656.00       | $3522303.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.5000%  | 0.0000% | $1649.00           | $160.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $2053.00           | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $4125.00           | $319.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-04-20      | 3.5000%  | 0.0000% | $1730250.00        | $158623.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-20      | 3.5000%  | 0.0000% | $26780.00          | $2699.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $2048.00           | $518.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $8005.00           | $2301.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $312.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $85241486.00       | $61852035.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $129537975.00      | $94175021.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $2564.00           | $1317.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $202041.00         | $91225.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $164824.00         | $80490.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $6128.00           | $3087.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $14452.00          | $7740.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $5343.00           | $3032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $6114.00           | $3597.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $1024.00           | $638.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $6090.00           | $3854.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $5983.00           | $4449.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $2578341.00        | $1956085.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $5240.00           | $3626.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $1024.00           | $564.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $46891405.00       | $36173764.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $1006788.00        | $726354.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $94954034.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 4.5000%  | 0.0000% | $41842985.00       | $35813623.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $1000.00           | $473.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $3060.00           | $2754.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.0000%  | 0.0000% | $3101.00           | $2693.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $7000.00           | $6312.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $1024.00           | $859.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $2048.00           | $1829.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1858.00           | $1862.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $1024.00           | $996.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1997418.00        | $1002627.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $2016.00           | $2034.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1876.00           | $1975.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $40321449.00       | $38361084.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $7007.00           | $5543.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $90894625.00       | $86923685.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $12546729.00       | $11195511.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $7048.00           | $7030.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $17748.00          | $18168.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $135133835.00      | $135697073.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $980.00            | 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 | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-20      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 5.5000%  | 0.0000% | $1000.00           | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 4.5000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 4.5000%  | 0.0000% | $1000.00           | $52.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 6.5000%  | 0.0000% | $1000.00           | $41.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $8271.00           | $473.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 4.0000%  | 0.0000% | $1024.00           | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.0000%  | 0.0000% | $3000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.5000%  | 0.0000% | $2170.00           | $19.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $8136900.00        | $8092473.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $87100.00          | $87072.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $1707600.00        | $1675304.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $1900.00           | $1898.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $308900.00         | $302338.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $47500.00          | $47203.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $11075000.00       | $10998959.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $1000.00           | $968.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $4400.00           | $1637.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $200.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $500.00            | $174.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1600.00           | $3442.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1566900.00        | $1619217.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $118600.00         | $122131.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $32500.00          | $25613.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1500.00           | $1022.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $219800.00         | $168130.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $192.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $182700.00         | $118343.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1369100.00        | $1271659.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $53700.00          | $49245.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $133900.00         | $126265.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $6397000.00        | $6426745.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $537900.00         | $510635.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $402.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $4606300.00        | $4668185.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $9734200.00        | $9644887.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $54000.00          | $47490.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $200.00            | $213.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $5387200.00        | $5507029.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1128300.00        | $1189134.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $800.00            | $834.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $677200.00         | $700860.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $993100.00         | $1023996.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $74700.00          | $75226.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $402.00            | U.S. Treasuries (including strips) |

### Security 288: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B51E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B51E7791564CR
- **C.18 - Value (incl. sponsor support):** $623999126.40
- **C.18.a - Value (excl. sponsor support):** $623999126.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $20311200.00       | $5123744.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $6019500.00        | $4404240.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $2631000.00        | $2053362.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $138551900.00      | $80725445.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $13913200.00       | $9056462.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $122072100.00      | $88068484.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $109547800.00      | $93253017.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $101677300.00      | $93241396.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $30900.00          | $30511.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $98237800.00       | $93258391.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $394.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $4229700.00        | $4054543.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1000.00           | $877.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $29344600.00       | $29964854.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $1897400.00        | $2003704.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $5671600.00        | $5772491.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $853500.00         | $869739.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $26803000.00       | $28146080.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $643300.00         | $659227.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $91424000.00       | $92689680.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $3068800.00        | $3101398.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $32.00             | $26.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $164.00            | $129.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $990.00            | $763.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $93.00             | $70.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $32.00             | $21.00             | U.S. Treasuries (including strips) |

### Security 289: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B686, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B6867791564CG
- **C.18 - Value (incl. sponsor support):** $417960290.00
- **C.18.a - Value (excl. sponsor support):** $417960290.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2859218.00        | $2931526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1929641.00        | $1947788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2858800.00        | $2914584.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1552675.00        | $1559841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1171447.00        | $1195781.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1110704.00        | $1159480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1412130.00        | $1419197.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $3086217.00        | $3158436.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2308640.00        | $2355878.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $11710379.00       | $11933412.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1292850.00        | $1354973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1479600.00        | $1558518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $5572317.00        | $5713159.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2701215.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $6552632.00        | $6582446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $3138244.00        | $3153960.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $2096669.00        | $2205033.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $3601262.00        | $3677770.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $4542750.00        | $4637062.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $3182215.00        | $3231836.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $2544572.00        | $2568187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $1171700.00        | $1158101.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $49630307.00       | $50382302.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $61167550.00       | $62373247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $62018731.00       | $62678160.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $78875302.00       | $79657390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $10939.00          | $10919.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $8987452.00        | $9018396.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $2634288.00        | $2597413.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4743969.00        | $4848344.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $5970011.00        | $6099711.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3706658.00        | $3767111.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1191000.00        | $1194220.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $8558970.00        | $8939760.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1014195.00        | $996752.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1262405.00        | $1242156.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6086693.00        | $6211889.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $8681797.00        | $8854885.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1097880.00        | $1084563.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1552110.00        | $1592010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2564070.00        | $2620036.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $2187494.00        | $2203159.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $2358450.00        | $2369732.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1549772.00        | $1596374.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1334624.00        | $1370084.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2642600.00        | $2710496.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1727739.00        | $1790197.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $550808.00         | $556876.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $27912344.00       | $28400676.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $2001307.00        | $2074741.00        | Agency Mortgage-Backed Securities |

### Security 290: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.849998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B687, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05B6877791561BN
- **C.18 - Value (incl. sponsor support):** $1674997822.50
- **C.18.a - Value (excl. sponsor support):** $1674997822.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $10358.00          | $366.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-08-01      | 4.5000%  | 0.0000% | $1609197.00        | $12943.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 4.5000%  | 0.0000% | $3255176.00        | $30019.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 4.5000%  | 0.0000% | $4287972.00        | $39392.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 4.5000%  | 0.0000% | $165644.00         | $13731.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $335000.00         | $327027.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-10-01      | 5.5000%  | 0.0000% | $1894231.00        | $11003.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 6.5000%  | 0.0000% | $1333723.00        | $24789.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-08-01      | 5.0000%  | 0.0000% | $9226738.00        | $478064.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 6.5000%  | 0.0000% | $50010304.00       | $5314.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 2.5000%  | 0.0000% | $4800000.00        | $69208.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-09-01      | 4.0000%  | 0.0000% | $135990.00         | $12099.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $121999.00         | $16933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 4.0000%  | 0.0000% | $1366000.00        | $251149.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $42120.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $69004.00          | $22474.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 5.0000%  | 0.0000% | $1014.00           | $103.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 4.5000%  | 0.0000% | $3988932.00        | $407064.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-06-01      | 3.5000%  | 0.0000% | $160000.00         | $23799.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-01      | 3.5000%  | 0.0000% | $1154351.00        | $10927.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-07-01      | 4.5000%  | 0.0000% | $30951311.00       | $6843609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.5000%  | 0.0000% | $10466474.00       | $40774.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-12-01      | 5.0000%  | 0.0000% | $164018.00         | $6004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-11-01      | 5.0000%  | 0.0000% | $5700000.00        | $268761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-05-01      | 3.0000%  | 0.0000% | $1704418.00        | $233005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-03-01      | 3.0000%  | 0.0000% | $500000.00         | $59251.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 4.0000%  | 0.0000% | $3359876.00        | $345713.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 3.5000%  | 0.0000% | $54000.00          | $10389.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $20000000.00       | $6147603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 3.5000%  | 0.0000% | $838000.00         | $227465.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 4.0000%  | 0.0000% | $206950.00         | $38316.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 2.5000%  | 0.0000% | $4544000.00        | $3435954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $1499000.00        | $918679.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $8443646.00        | $5384720.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%  | 0.0000% | $9273634.00        | $5969774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $13154680.00       | $8816739.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $239000.00         | $200052.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $328079.00         | $235391.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $6242866.00        | $5016209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $293000.00         | $235222.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $6022.00           | $5419.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $24000.00          | $18214.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%  | 0.0000% | $200000.00         | $164920.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $17487.00          | $15990.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $3255292.00        | $2030993.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $422843.00         | $270739.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 3.0000%  | 0.0000% | $3926270.00        | $1826383.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $170000.00         | $98994.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $469599.00         | $305359.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $30999.00          | $14706.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $172299.00         | $75000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $55000.00          | $30246.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $322000.00         | $209146.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $50992.00          | $32982.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $353742.00         | $267450.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $70641.00          | $47785.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.0000%  | 0.0000% | $3843758.00        | $2897001.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $808000.00         | $635130.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.5000%  | 0.0000% | $130000.00         | $91692.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $40000.00          | $28975.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $116675.00         | $90026.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $446662.00         | $352234.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $380623.00         | $308317.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $160286.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 3.5000%  | 0.0000% | $220994.00         | $175070.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $1496438.00        | $1208242.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $84000.00          | $65373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $6677240.00        | $5549752.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 3.0000%  | 0.0000% | $642956.00         | $494627.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $480000.00         | $402253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 4.5000%  | 0.0000% | $472999.00         | $396644.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $18273984.00       | $13438561.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 4.0000%  | 0.0000% | $41971.00          | $35202.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 5.5000%  | 0.0000% | $25000.00          | $21097.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%  | 0.0000% | $1027571.00        | $756922.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $526999.00         | $455771.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $22396.00          | $16474.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $18098.00          | $14039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 3.0000%  | 0.0000% | $7000.00           | $5320.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $889000.00         | $730942.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.5000%  | 0.0000% | $34682084.00       | $26135253.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%  | 0.0000% | $14000.00          | $11907.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%  | 0.0000% | $33000.00          | $27474.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 3.0000%  | 0.0000% | $114998.00         | $48520.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $46100.00          | $21416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $10375.00          | $5417.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $1068736.00        | $697403.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $874000.00         | $559809.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $47000.00          | $32036.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $866128.00         | $544323.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $8000.00           | $5184.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $384836.00         | $232119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.5000%  | 0.0000% | $1412140.00        | $1102892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $2586080.00        | $2105747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $8000.00           | $6463.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $1318904.00        | $1036459.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.5000%  | 0.0000% | $4665952.00        | $3292087.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 3.0000%  | 0.0000% | $263816.00         | $222946.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $85901.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $504000.00         | $410526.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 7.0000%  | 0.0000% | $1262532.00        | $1346284.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $2560319.00        | $1714025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 3.0000%  | 0.0000% | $20000.00          | $14947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.5000%  | 0.0000% | $205628.00         | $61263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $984731.00         | $851279.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1608208.00        | $1716228.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $1242796.00        | $1059057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $6000.00           | $6075.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $590597.00         | $473121.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $2142816.00        | $1770860.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $1273352.00        | $1280756.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $2332000.00        | $2053636.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $7855408.00        | $7957958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1489538.00        | $1155098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $775842.00         | $732493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $1364538.00        | $802670.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-19      | 2.8300%  | 0.0000% | $2000.00           | $1772.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $2041000.00        | $1631178.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 3.0000%  | 0.0000% | $98409.00          | $33942.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $416999.00         | $219922.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $1821000.00        | $919309.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $1489580.00        | $764980.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%  | 0.0000% | $180000.00         | $99505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $3408000.00        | $1901072.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $653008.00         | $391876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $108508.00         | $73387.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $4578736.00        | $3514562.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $1476683.00        | $1137623.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $1042996.00        | $831026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $115000.00         | $82292.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $89869824.00       | $75981892.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 2.5000%  | 0.0000% | $494000.00         | $54377.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 2.0000%  | 0.0000% | $1594000.00        | $715581.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 1.5000%  | 0.0000% | $1480000.00        | $553147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $124372.00         | $122756.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.0000%  | 0.0000% | $988932.00         | $632935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $7001.00           | $5800.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $151182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $1963264.00        | $1903036.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1082522.00        | $928764.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.0000%  | 0.0000% | $17648.00          | $17435.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%  | 0.0000% | $5000.00           | $3995.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 3.5000%  | 0.0000% | $19377088.00       | $17293512.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 4.0000%  | 0.0000% | $304583.00         | $48215.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.5000%  | 0.0000% | $58998.00          | $10178.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 4.0000%  | 0.0000% | $1442000.00        | $300850.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.0000%  | 0.0000% | $190000.00         | $35996.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 4.5000%  | 0.0000% | $235015.00         | $24660.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.5000%  | 0.0000% | $8118000.00        | $1616880.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 4.5000%  | 0.0000% | $1530940.00        | $175735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 5.0000%  | 0.0000% | $6996992.00        | $931478.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-06-01      | 3.0000%  | 0.0000% | $400000.00         | $8803.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 2.5000%  | 0.0000% | $105760.00         | $28342.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.0000%  | 0.0000% | $100558.00         | $21909.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.0000%  | 0.0000% | $8295000.00        | $1125124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-09-01      | 3.0000%  | 0.0000% | $345480.00         | $41034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $3697090.00        | $1122063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $860000.00         | $187367.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $508000.00         | $149831.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 4.5000%  | 0.0000% | $549638.00         | $73431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%  | 0.0000% | $434224.00         | $64246.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 4.0000%  | 0.0000% | $879877.00         | $135277.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $281000.00         | $39197.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-12-01      | 4.5000%  | 0.0000% | $1179620.00        | $229956.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-08-01      | 4.5000%  | 0.0000% | $3999600.00        | $15109.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 6.5000%  | 0.0000% | $7686570.00        | $85071.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-09-01      | 6.5000%  | 0.0000% | $1072100.00        | $7551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 6.0000%  | 0.0000% | $987875.00         | $7533.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-11-01      | 4.5000%  | 0.0000% | $1503312.00        | $24038.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-10-01      | 6.5000%  | 0.0000% | $8518904.00        | $168815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 6.5000%  | 0.0000% | $2996970.00        | $16511.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $179303.00         | $119262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $1465340.00        | $1465004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.5000%  | 0.0000% | $714292.00         | $628011.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $1158898.00        | $1012686.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%  | 0.0000% | $1122804.00        | $1199600.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $2468448.00        | $2382714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $90417.00          | $86367.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $3032928.00        | $2429768.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $500000.00         | $507139.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $500000.00         | $221725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $1003938.00        | $1034986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1454550.00        | $332206.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1693990.00        | $1575733.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $652675.00         | $656876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $2666676.00        | $2630797.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $144089.00         | $145766.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1157128.00        | $1188823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $10004.00          | $9316.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $54574.00          | $52647.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $8135710.00        | $7737150.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1231876.00        | $1266154.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1834862.00        | $1833228.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1522810.00        | $1572454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1567451.00        | $1524048.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $2476219.00        | $2272434.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1046450.00        | $1059188.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $757045.00         | $465073.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $1964708.00        | $1684233.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1691742.00        | $1720747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $2823512.00        | $2592982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1403084.00        | $1365395.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $8988.00           | $8506.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $9997.00           | $10267.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 5.5000%  | 0.0000% | $1062091.00        | $1071986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $3966248.00        | $3458767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $5060.00           | $5133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $205160.00         | $204032.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1734538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $6414328.00        | $6395859.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.0000%  | 0.0000% | $11001.00          | $11039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $5123119.00        | $5062873.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $7282317.00        | $7538912.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $782865.00         | $797909.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.0000%  | 0.0000% | $2038136.00        | $2047194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $4929100.00        | $4907236.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1245824.00        | $1285834.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $7244648.00        | $7481825.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1707628.00        | $1801098.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1228794.00        | $1282699.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $5907648.00        | $6153262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $1879526.00        | $1937314.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 4.0000%  | 0.0000% | $1765900.00        | $41748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 4.5000%  | 0.0000% | $2296880.00        | $520777.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.0000%  | 0.0000% | $563575.00         | $129940.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 3.5000%  | 0.0000% | $29826016.00       | $9376186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $1465000.00        | $376536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.5000%  | 0.0000% | $42000.00          | $8079.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 5.5000%  | 0.0000% | $680000.00         | $172872.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 5.0000%  | 0.0000% | $165000.00         | $16687.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $710000.00         | $61968.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 5.0000%  | 0.0000% | $7341155.00        | $1762001.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $332996.00         | $98270.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $101996.00         | $15150.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $777000.00         | $342190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $142721.00         | $42055.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $1455000.00        | $423954.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $526033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $786270.00         | $203156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $1350553.00        | $780488.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $78475.00          | $35163.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $74489.00          | $38897.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $53230.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $455000.00         | $240693.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $96000.00          | $46446.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $15000.00          | $9116.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $620000.00         | $353491.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $98000.00          | $54601.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.9400%  | 0.0000% | $1025.00           | $761.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $17000.00          | $10017.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $45000.00          | $23159.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $27781.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $278439.00         | $238427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $6342776.00        | $4248248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 4.5000%  | 0.0000% | $511086.00         | $431938.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $8000.00           | $6879.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $4712729.00        | $4080864.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%  | 0.0000% | $2291740.00        | $2239659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $22794.00          | $16434.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $943293.00         | $962293.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $338520.00         | $216549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $813997.00         | $491095.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $97000.00          | $65842.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 2.5000%  | 0.0000% | $69791.00          | $56319.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $25665.00          | $20303.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 7.0000%  | 0.0000% | $1632171.00        | $1485273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%  | 0.0000% | $1189354.00        | $989219.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.5000%  | 0.0000% | $1175066.00        | $1190812.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.5000%  | 0.0000% | $1265182.00        | $1077679.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 7.0000%  | 0.0000% | $20306.00          | $21759.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $1829816.00        | $1816213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.0000%  | 0.0000% | $106000.00         | $93639.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $1724074.00        | $1368195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $6809880.00        | $4644498.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $104923.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1463810.00        | $1163808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.0000%  | 0.0000% | $4499000.00        | $1276250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.0000%  | 0.0000% | $656142.00         | $190793.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.5000%  | 0.0000% | $300000.00         | $21566.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.5000%  | 0.0000% | $89000.00          | $12228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $33284.00          | $12016.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $16891.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $4912188.00        | $1620046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $2375000.00        | $1195867.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $3099000.00        | $1559497.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.5000%  | 0.0000% | $1167477.00        | $265502.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $33403226.00       | $19659744.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $998985.00         | $624869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $75000.00          | $47776.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1180392.00        | $726736.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $214868.00         | $142695.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $612932.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $972494.00         | $684086.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $15006.00          | $10225.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $3460672.00        | $2268078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $19000.00          | $11460.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $55000.00          | $37548.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $436000.00         | $377241.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $558000.00         | $435001.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $4891216.00        | $3393880.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $4995000.00        | $3429827.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $7001.00           | $5691.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $47918.00          | $36537.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $50000.00          | $37595.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $32096.00          | $24123.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $1350000.00        | $1018977.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $4341000.00        | $3087721.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $10000.00          | $7578.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $4534951.00        | $3763940.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $25593118.00       | $20321087.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $36772080.00       | $29267969.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $6876992.00        | $5592105.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $51276291.00       | $40839681.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $1161780.00        | $888347.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $51026799.00       | $38151978.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $203000.00         | $192098.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%  | 0.0000% | $18452429.00       | $18834349.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $3932074.00        | $3458269.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $30865508.00       | $31672240.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $3674652.00        | $3767637.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $123522864.00      | $126377863.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $2294872.00        | $2423282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $13609731.00       | $13822300.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 5.0000%  | 0.0000% | $7711536.00        | $1451510.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 3.5000%  | 0.0000% | $131000.00         | $31767.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 3.0000%  | 0.0000% | $1405000.00        | $302561.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $11828.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $53748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.5000%  | 0.0000% | $1382232.00        | $420147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $86842.00          | $36516.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $23568481.00       | $13175919.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $182000.00         | $91983.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $273244.00         | $140174.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $849000.00         | $486845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $800000.00         | $431934.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $196000.00         | $97183.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.0000%  | 0.0000% | $145000.00         | $75714.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $23000.00          | $14704.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $589000.00         | $369468.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.0000%  | 0.0000% | $147862.00         | $78934.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $80014.00          | $52659.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2835272.00        | $1860163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $30000.00          | $21552.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $2900000.00        | $1809129.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $355000.00         | $243717.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $35000.00          | $24077.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $3343396.00        | $2689208.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $940229.00         | $682237.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $86910.00          | $60955.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $395580.00         | $295304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $199000.00         | $132325.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $137978.00         | $90831.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $5604616.00        | $4394134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $1683060.00        | $1335657.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $232998.00         | $177635.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $88811.00          | $79244.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $102245.00         | $70806.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $617994.00         | $497693.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1169870.00        | $888427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1442389.00        | $1175632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $45000.00          | $34336.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $3418685.00        | $2544063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $3698000.00        | $2713549.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $25267.00          | $21828.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 4.5000%  | 0.0000% | $6078.00           | $5007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $655915.00         | $550307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $99999.00          | $85129.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $589778.00         | $445110.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $2575560.00        | $2027970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $190786.00         | $160305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $1344732.00        | $1153612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%  | 0.0000% | $1050000.00        | $937500.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $100000.00         | $87088.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $35000.00          | $26481.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%  | 0.0000% | $74610486.00       | $65342090.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $74000.00          | $64561.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $393023.00         | $322283.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $10000.00          | $8928.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1555468.00        | $1438451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $106078617.00      | $107961121.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-12-01      | 6.5000%  | 0.0000% | $1786932.00        | $25075.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 6.5000%  | 0.0000% | $3092908.00        | $25377.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 6.5000%  | 0.0000% | $1301153.00        | $17139.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 6.0000%  | 0.0000% | $100000000.00      | $981740.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-05-01      | 4.5000%  | 0.0000% | $816132.00         | $28164.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 5.5000%  | 0.0000% | $6000000.00        | $209749.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 6.0000%  | 0.0000% | $963585.00         | $15160.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 6.5000%  | 0.0000% | $1694352.00        | $5363.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 6.0000%  | 0.0000% | $413669.00         | $7551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.5000%  | 0.0000% | $761247.00         | $16205.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-12-01      | 4.0000%  | 0.0000% | $49132.00          | $6454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $196281.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 4.5000%  | 0.0000% | $23803009.00       | $1825785.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 3.0000%  | 0.0000% | $56000.00          | $5995.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-01      | 3.5000%  | 0.0000% | $78000.00          | $6271.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 4.0000%  | 0.0000% | $231005.00         | $24356.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $9981000.00        | $763421.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 3.5000%  | 0.0000% | $153000.00         | $10596.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 2.5000%  | 0.0000% | $6305000.00        | $1228770.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%  | 0.0000% | $338669.00         | $37598.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.5000%  | 0.0000% | $694992.00         | $65466.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $132638.00         | $71378.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $884000.00         | $568360.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.5000%  | 0.0000% | $210000.00         | $25493.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $725000.00         | $163843.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 2.5000%  | 0.0000% | $2627670.00        | $1219582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $348000.00         | $120314.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $88000.00          | $41672.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $4590771.00        | $2551409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%  | 0.0000% | $191000.00         | $158193.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $9010.00           | $6757.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $1595148.00        | $995211.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $8225104.00        | $5506149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $70001.00          | $46946.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%  | 0.0000% | $1139810.00        | $792097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $44121.00          | $32688.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.0000%  | 0.0000% | $159999.00         | $108674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 2.0000%  | 0.0000% | $900000.00         | $612895.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $8455819.00        | $6487620.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $75000.00          | $58216.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $163006.00         | $126569.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $434000.00         | $304560.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%  | 0.0000% | $91261.00          | $68489.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $14743168.00       | $11554363.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%  | 0.0000% | $1327000.00        | $1020345.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 4.5000%  | 0.0000% | $192399.00         | $136235.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $61988.00          | $46520.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.5000%  | 0.0000% | $78038.00          | $61442.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $13491364.00       | $11219707.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $550402.00         | $435335.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $805025.00         | $700238.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%  | 0.0000% | $109000.00         | $97076.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $3407792.00        | $2514987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $1785695.00        | $1572753.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $3159100.00        | $2762221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $82596960.00       | $76288555.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%  | 0.0000% | $447185.00         | $407298.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 4.5000%  | 0.0000% | $19895.00          | $16951.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%  | 0.0000% | $51478.00          | $47708.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 3.5000%  | 0.0000% | $38368.00          | $34422.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.0000%  | 0.0000% | $31000.00          | $28646.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $152945.00         | $134566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $1078292.00        | $1014054.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $3481070.00        | $3379523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 4.0000%  | 0.0000% | $7410.00           | $7058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 4.5000%  | 0.0000% | $129000.00         | $11090.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 5.0000%  | 0.0000% | $2807696.00        | $126872.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 7.0000%  | 0.0000% | $400000.00         | $8130.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $12595741.00       | $578654.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $3027840.00        | $117970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 5.5000%  | 0.0000% | $4320799.00        | $530950.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $2327905.00        | $2176149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1240598.00        | $983045.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $2502109.00        | $2547611.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $8390520.00        | $6842165.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $2481340.00        | $2378655.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%  | 0.0000% | $399413.00         | $403257.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $2617300.00        | $1856956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $45588484.00       | $40087230.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $2218387.00        | $2241082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $18728850.00       | $15273587.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $9176304.00        | $8966675.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $1533712.00        | $1402743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $3855684.00        | $3717173.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $855668.00         | $787432.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $12032.00          | $11198.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $2669571.00        | $2500741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1392926.00        | $1357042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $523373.00         | $511854.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $317330.00         | $321415.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $2375859.00        | $2418009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $70250.00          | $69063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $111456.00         | $110682.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $274920.00         | $268350.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $389468.00         | $298744.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2355328.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $887680.00         | $634091.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1092528.00        | $1122526.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $490985.00         | $465384.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1468546.00        | $1510209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $16263712.00       | $16136717.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 5.0000%  | 0.0000% | $680898.00         | $682484.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1867236.00        | $1943131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $160069.00         | $165325.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $19056480.00       | $19484260.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 7.0000%  | 0.0000% | $3617656.00        | $3823325.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $172463.00         | $174580.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $1315596.00        | $1386523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $96620.00          | $98193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $20097632.00       | $21008271.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 7.0000%  | 0.0000% | $3222423.00        | $3407683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.0000%  | 0.0000% | $3302452.00        | $3334722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $8011.00           | $8094.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $4330100.00        | $4347563.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $2451979.00        | $2471632.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $3354431.00        | $3523585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 5.5000%  | 0.0000% | $24945824.00       | $25528234.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $6391328.00        | $6460374.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $2382780.00        | $2468510.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $5302920.00        | $4617090.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $37000000.00       | $35793391.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $22429664.00       | $22274873.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $5116374.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $54167746.00       | $56183051.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1992645.00        | $2039661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 3.5000%  | 0.0000% | $654351.00         | $611232.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $381630.00         | $338239.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $14901644.00       | $13709768.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $12430260.00       | $12296241.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 3.0000%  | 0.0000% | $1467076.00        | $1293067.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $30595644.00       | $29596284.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $70000000.00       | $64148829.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $2829648.00        | $2763074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 7.0000%  | 0.0000% | $38559201.00       | $37784302.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $55243000.00       | $55851608.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-15      | 4.7500%  | 0.0000% | $14618385.00       | $112351.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-10-20      | 5.5000%  | 0.0000% | $1000000.00        | $84747.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-15      | 3.5000%  | 0.0000% | $980123.00         | $100406.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-12-15      | 4.5000%  | 0.0000% | $532796.00         | $24427.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 3.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-03-20      | 4.5000%  | 0.0000% | $3496317.00        | $226920.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-05-20      | 6.0000%  | 0.0000% | $239000.00         | $27887.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-10-20      | 3.0000%  | 0.0000% | $1001.00           | $109.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-20      | 6.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 6.0000%  | 0.0000% | $1000.00           | $211.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 4.0000%  | 0.0000% | $5033184.00        | $463884.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 6.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-01-20      | 6.5000%  | 0.0000% | $1000.00           | $163.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 5.0000%  | 0.0000% | $1026.00           | $82.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 5.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.0000%  | 0.0000% | $1316.00           | $653.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-20      | 6.5000%  | 0.0000% | $1000.00           | $440.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 1.5000%  | 0.0000% | $1585.00           | $837.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 3.0000%  | 0.0000% | $314696.00         | $79577.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 6.0000%  | 0.0000% | $55000.00          | $10766.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.0000%  | 0.0000% | $3016.00           | $2024.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 2.0000%  | 0.0000% | $2000.00           | $1091.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 2.0000%  | 0.0000% | $13000.00          | $7387.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.0000%  | 0.0000% | $2077.00           | $1210.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.0000%  | 0.0000% | $3071.00           | $1828.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 5.5000%  | 0.0000% | $3120.00           | $2367.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-06-20      | 4.5000%  | 0.0000% | $2048.00           | $1724.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.5000%  | 0.0000% | $26462.00          | $19675.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.0000%  | 0.0000% | $34304.00          | $26463.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 5.0000%  | 0.0000% | $3000.00           | $2356.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 6.0000%  | 0.0000% | $50000.00          | $27003.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 5.5000%  | 0.0000% | $2000.00           | $1601.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $2000.00           | $1509.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-15      | 6.5000%  | 0.0000% | $5969.00           | $6006.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-15      | 7.0000%  | 0.0000% | $1126.00           | $1113.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $10483273.00       | $10027108.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $3364680.00        | $3415071.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1071.00           | $1088.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $2000.00           | $2032.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1005.00           | $971.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $3008.00           | $3065.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2080.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2045.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1001.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2083.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $4000.00           | $4077.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $3000.00           | $3145.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1042678.00        | $1068240.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1702.00           | $1751.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1042772.00        | $1085182.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 5.5000%  | 0.0000% | $4807122.00        | $4416856.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $20588.00          | $18524.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $344378.00         | $326121.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1977.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.0000%  | 0.0000% | $2048.00           | $2027.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 3.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $2000.00           | $2053.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 4.5000%  | 0.0000% | $2032.00           | $1996.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $3000.00           | $3092.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $66182.00          | $69265.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2094.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2078.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $71317.00          | $73755.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2068.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-10-20      | 6.5000%  | 0.0000% | $4960218.00        | $3666.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-07-20      | 6.0000%  | 0.0000% | $2002.00           | $17.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-20      | 4.5000%  | 0.0000% | $347000.00         | $12151.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 4.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-15      | 5.0000%  | 0.0000% | $1002.00           | $39.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 4.0000%  | 0.0000% | $12993601.00       | $703276.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 4.0000%  | 0.0000% | $1000.00           | $57.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-11-20      | 6.5000%  | 0.0000% | $2000.00           | $196.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-01-15      | 4.0000%  | 0.0000% | $1029.00           | $54.00             | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-07-15      | 0.6250%  | 0.0000% | $719600.00         | $765146.00         | U.S. Treasuries (including strips)  |

### Security 291: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6E3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B6E37791561RB
- **C.18 - Value (incl. sponsor support):** $174944630.00
- **C.18.a - Value (excl. sponsor support):** $174944630.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $900.00            | $871.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $2900.00           | $1011.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $74800.00          | $160915.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1300.00           | $936.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $272.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2667100.00        | $2056706.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $148.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $1732200.00        | $1637447.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $11585200.00       | $11504825.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $47532500.00       | $44801973.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $13272000.00       | $13007623.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $324.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1100.00           | $1043.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $2500.00           | $2536.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $80600.00          | $86269.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $71400.00          | $72819.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $25961700.00       | $26995908.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $4020900.00        | $4266921.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $37400.00          | $39786.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $4771700.00        | $4850951.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $41715600.00       | $42933284.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $116900.00         | $119691.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $16960000.00       | $17487643.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $8316500.00        | $8470099.00        | U.S. Treasuries (including strips) |

### Security 292: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6E4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B6E47791563RB
- **C.18 - Value (incl. sponsor support):** $1472533942.80
- **C.18.a - Value (excl. sponsor support):** $1472533942.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 8.0000%  | 0.0000% | $3001.00           | $41.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $1344.00           | $18.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 5.0000%  | 0.0000% | $1555.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-03-01      | 5.5000%  | 0.0000% | $1089.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 3.5000%  | 0.0000% | $1299.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $5216.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $267888.00         | $32941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $3448.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $7712.00           | $6648.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.0000%  | 0.0000% | $1038.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $11000.00          | $10319.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $3233.00           | $3069.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $2016.00           | $1452.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1844.00           | $1506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1206.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1005.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $217542.00         | $73943.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $2432.00           | $1159.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $13933300.00       | $11321430.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 4.5000%  | 0.0000% | $1024.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $58127002.00       | $11075382.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $912459.00         | $449078.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $76481919.00       | $55702753.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $78232654.00       | $6142695.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $324033.00         | $260425.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $42232576.00       | $30113095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $48742532.00       | $45614964.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 4.0000%  | 0.0000% | $3666.00           | $149.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 4.0000%  | 0.0000% | $1720.00           | $140.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 4.0000%  | 0.0000% | $1584004.00        | $135523.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $2073.00           | $152.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.0000%  | 0.0000% | $484151432.00      | $57791424.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 4.0000%  | 0.0000% | $3747.00           | $366.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 4.0000%  | 0.0000% | $2024.00           | $221.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $2052.00           | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.5000%  | 0.0000% | $2024.00           | $459.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 2.0000%  | 0.0000% | $88172500.00       | $38454152.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $293.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $310518962.00      | $216768817.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 4.0000%  | 0.0000% | $61878946.00       | $43779006.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $1024.00           | $669.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $7225002.00        | $5242530.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $295672576.00      | $214956046.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $23322062.00       | $11975612.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $1009.00           | $456.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $1024.00           | $500.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $11138912.00       | $5611012.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $2137.00           | $1144.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.0000%  | 0.0000% | $1025.00           | $582.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $3007.00           | $1769.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $1153.00           | $798.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $1001.00           | $673.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $43954436.00       | $33346488.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 5.5000%  | 0.0000% | $98993.00          | $68511.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-11-20      | 4.5000%  | 0.0000% | $394094.00         | $305580.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 6.0000%  | 0.0000% | $2081.00           | $1146.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $2040.00           | $1574.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $736241.00         | $348045.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 5.0000%  | 0.0000% | $1441.00           | $1297.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $888.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 5.5000%  | 0.0000% | $1002.00           | $841.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 4.0000%  | 0.0000% | $67292.00          | $60085.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.0000%  | 0.0000% | $87878416.00       | $83605906.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 5.5000%  | 0.0000% | $1811708.00        | $1664624.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.0000%  | 0.0000% | $59847378.00       | $57232808.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $12810724.00       | $11431076.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1743488.00        | $1568737.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $14280.00          | $14244.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $62492340.00       | $63971113.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $6168768.00        | $6313171.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $366415622.00      | $367942842.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-20      | 4.0000%  | 0.0000% | $27189000.00       | $1376892.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 4.0000%  | 0.0000% | $16399872.00       | $695843.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $54783.00          | $3131.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-15      | 5.5000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $3860300.00        | $3839223.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $899100.00         | $886669.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $1020300.00        | $1003306.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $121000.00         | $120961.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $1168000.00        | $1145910.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $346400.00         | $346025.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $5818900.00        | $5799232.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $4690900.00        | $4591251.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $10375700.00       | $10334083.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $3191000.00        | $3175884.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $1634800.00        | $1624592.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $10000.00          | $9931.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $1960900.00        | $1952072.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $299500.00         | $289902.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $660500.00         | $648613.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $400.00            | $153.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $577600.00         | $214886.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $635100.00         | $221501.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $278400.00         | $93369.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $517400.00         | $819391.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $900.00            | $927.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $206600.00         | $214660.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $3000.00           | $2386.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $4249000.00        | $3543736.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $216.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $3800.00           | $2588.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $8109900.00        | $8107817.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $231.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $9000.00           | $6949.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $30000.00          | $23047.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $8515200.00        | $5639700.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $143.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1000.00           | $751.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $500.00            | $316.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $3900.00           | $2954.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $500.00            | $442.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $43800.00          | $36536.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $183.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $303.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $4759800.00        | $4765177.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1989200.00        | $1974619.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $4442000.00        | $4462655.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $190.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $700.00            | $702.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $700.00            | $711.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2059.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $315.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $41000.00          | $40683.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $300.00            | $299.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $7808100.00        | $10388746.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $3000.00           | $2638.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $241.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $218400.00         | $206384.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $700.00            | $631.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $3900.00           | $3823.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $50900.00          | $47976.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $2802000.00        | $3030350.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $1030800.00        | $1164681.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $46800.00          | $47849.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $4100.00           | $4147.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $3683900.00        | $3917434.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $6060300.00        | $6114314.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $4334000.00        | $4693790.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $5656000.00        | $5781808.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $2177700.00        | $2237420.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $49400.00          | $50899.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $12000.00          | $12216.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $3000.00           | $3212.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $500.00            | $514.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $106.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $1007.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $4390500.00        | $4504177.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $5000000.00        | $5253690.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $600.00            | $614.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $398800.00         | $414780.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $3000.00           | $3150.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $3900.00           | $3965.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $12000.00          | $12350.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1973400.00        | $2020519.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1010500.00        | $1029163.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1800.00           | $1845.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $52600.00          | $52970.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |

### Security 293: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6EA, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05B6EA779156FBA
- **C.18 - Value (incl. sponsor support):** $983998819.20
- **C.18.a - Value (excl. sponsor support):** $983998819.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $43388225.00       | $31822089.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $42344937.00       | $40531841.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $82279227.00       | $77400743.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.5000%  | 0.0000% | $76100000.00       | $37459851.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $47937414.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $75000000.00       | $44840095.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $34713075.00       | $31632630.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $44100087.00       | $27004186.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $60000000.00       | $28173130.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $100000000.00      | $61367752.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $125607622.00      | $95868117.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $50038883.00       | $40295678.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $83825742.00       | $61481163.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $102714593.00      | $78684323.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $90000000.00       | $86481347.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $25431162.00       | $26063780.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $45000000.00       | $45600444.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $40000000.00       | $40698080.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $6683166.00        | $6534731.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $50000001.00       | $49847375.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $30131395.00       | $28896865.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $28001911.00       | $25241273.00       | Agency Mortgage-Backed Securities |

### Security 294: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B6EB, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05B6EB7791567CR
- **C.18 - Value (incl. sponsor support):** $1443998267.20
- **C.18.a - Value (excl. sponsor support):** $1443998267.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $800.00            | $365.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $5933000.00        | $9352082.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $29969100.00       | $23518508.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $55900.00          | $49816.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $116936600.00      | $90174413.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $310100.00         | $205234.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $38357000.00       | $24669033.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $70002400.00       | $69120231.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $45471700.00       | $43166862.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $10404300.00       | $10450946.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $414400.00         | $435223.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $32024400.00       | $42112515.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $24495900.00       | $24266232.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $73996000.00       | $73881823.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $32588000.00       | $31406128.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $78022500.00       | $76865522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $71457100.00       | $71034441.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $161794800.00      | $152030896.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $2288400.00        | $2249529.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $492000.00         | $436565.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $729600.00         | $720857.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $13628800.00       | $12813551.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $33361400.00       | $31395909.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $24257500.00       | $23738323.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $4981600.00        | $4748439.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $48294300.00       | $47726104.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $8836200.00        | $8989023.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $21748000.00       | $22171127.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $924400.00         | $948653.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $47000000.00       | $48003329.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $200.00            | $207.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $43595900.00       | $45056546.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $49900000.00       | $51969788.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $13617800.00       | $14575592.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $29998400.00       | $30389785.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $174934000.00      | $177895081.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $4908000.00        | $5056158.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $27728000.00       | $28127470.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1392900.00        | $1409383.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $20834700.00       | $21334891.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $18908400.00       | $19867773.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $59057400.00       | $60715854.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1261000.00        | $1324188.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $10330000.00       | $10988985.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $307.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1600.00           | $1650.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $31113000.00       | $31953813.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $7943000.00        | $8195852.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $1373345.00        | $892850.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $20138702.00       | $16417895.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $56157.00          | $24151.00          | U.S. Treasuries (including strips) |

### Security 295: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B748, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B7487791566CG
- **C.18 - Value (incl. sponsor support):** $827999337.60
- **C.18.a - Value (excl. sponsor support):** $827999337.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $5136900.00        | $5064141.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $8493900.00        | $8348475.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $35300.00          | $34590.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $291257800.00      | $343000212.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $700.00            | $707.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $1756100.00        | $1763481.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $473466900.00      | $486206834.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $137500.00         | $141504.00         | U.S. Treasuries (including strips) |

### Security 296: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05B749, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05B749779156ECG
- **C.18 - Value (incl. sponsor support):** $983999212.80
- **C.18.a - Value (excl. sponsor support):** $983999212.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $177931994.00      | $88273339.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $205639279.00      | $91306972.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $30478663.00       | $11278869.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $211347.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $287580.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $55191.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $291744025.00      | $147317928.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $871000.00         | $394267.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1076715.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $18431162.00       | $7008653.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1095128.00        | $430395.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.5000%  | 0.0000% | $6317025.00        | $1969672.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $42280708.00       | $20236553.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $2595987.00        | $1037223.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 3.0000%  | 0.0000% | $3319528.00        | $1107500.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $291414131.00      | $142429611.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $5465364.00        | $2273947.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $126947.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $4245000.00        | $1457457.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $85774.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1482269.00        | $381986.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $83100870.00       | $40337332.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.0000%  | 0.0000% | $5332023.00        | $2119172.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.0000%  | 0.0000% | $5880000.00        | $3095940.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $1699000.00        | $866577.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $47687782.00       | $21531880.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $2198999.00        | $909982.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $546612.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $66695102.00       | $35155469.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $41307288.00       | $20171869.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $200000.00         | $92776.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $203565.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 4.5000%  | 0.0000% | $256470.00         | $89151.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $59294964.00       | $32658536.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $51630682.00       | $26007960.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $791834.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 4.5000%  | 0.0000% | $395000.00         | $156782.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $54980877.00       | $29444961.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $1730000.00        | $904178.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 3.0000%  | 0.0000% | $32357223.00       | $22518980.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 2.0000%  | 0.0000% | $3697896.00        | $2308619.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 2.0000%  | 0.0000% | $2744935.00        | $1616243.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 2.5000%  | 0.0000% | $200000.00         | $130761.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.0000%  | 0.0000% | $2351034.00        | $1606978.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 2.5000%  | 0.0000% | $5628801.00        | $4016094.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 2.5000%  | 0.0000% | $227005.00         | $165599.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1049191.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $2462850.00        | $1278355.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $98000.00          | $57193.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1869150.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 2.5000%  | 0.0000% | $1313.00           | $621.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $88484.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $17792538.00       | $10057140.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $11788561.00       | $6570372.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $58571.00          | $31691.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $279723.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $500001.00         | $342466.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.0000%  | 0.0000% | $350000.00         | $181346.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2228041.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 4.5000%  | 0.0000% | $1192603.00        | $406643.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $88369.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $250733.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12412415.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $711842.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $6985229.00        | $4379134.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $67017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3428277.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $355287.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $118592.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $254778.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $59451.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $336462.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.5000%  | 0.0000% | $153882.00         | $107069.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 3.0000%  | 0.0000% | $3985885.00        | $2665955.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $7745711.00        | $4307018.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.5000%  | 0.0000% | $110095.00         | $56515.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $27789246.00       | $9039262.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $2250878.00        | $1730662.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $87985937.00       | $82428392.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 3.0000%  | 0.0000% | $2083647.00        | $1848603.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $32152609.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $55729.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.5000%  | 0.0000% | $1300000.00        | $232267.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $52222044.00       | $29341049.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 3.5000%  | 0.0000% | $200000.00         | $87271.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $355398.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $736749.00         | $441423.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-15      | 3.0000%  | 0.0000% | $211184.00         | $164914.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $33211306.00       | $24967968.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $896509.00         | $599332.00         | Agency Mortgage-Backed Securities |

### Security 297: RBC DOMINION SECURITIES INC.

- **C.1 - Title:** RBC DOMINION SECURITIES INC. 3.845002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B83E, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: TPR05B83E7791562RB
- **C.18 - Value (incl. sponsor support):** $1246999002.40
- **C.18.a - Value (excl. sponsor support):** $1246999002.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $14000.00          | $13962.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $100000.00         | $99892.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $900.00            | $343.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $120865200.00      | $44965843.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $47229200.00       | $17137162.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $207631900.00      | $72414947.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $13074400.00       | $4384853.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $362520100.00      | $118610776.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $3006700.00        | $3096214.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $84.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1145.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $1008.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $306.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $3403000.00        | $2076026.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $9455900.00        | $4692518.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $130.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $994500.00         | $693884.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $26708300.00       | $19021364.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $1976900.00        | $1250691.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $180000.00         | $134442.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $13071100.00       | $11032728.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $137445900.00      | $121391797.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $757200.00         | $703309.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $49100.00          | $40957.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $11000.00          | $11127.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $4517900.00        | $4523004.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1654400.00        | $1662093.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $30695100.00       | $29856787.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $5303200.00        | $5315970.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $323000.00         | $327339.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $70100.00          | $69150.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $314300.00         | $276409.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $300.00            | $361.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $3964800.00        | $3768502.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $25038800.00       | $23669148.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $87300.00          | $102398.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $99999900.00       | $95228515.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1491300.00        | $1404782.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $9277700.00        | $9411574.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $1013.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $365900.00         | $377923.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $29800.00          | $30367.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $900.00            | $963.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $24074000.00       | $24552472.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $13855300.00       | $14407238.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $400.00            | $413.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $901200.00         | $928405.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $1098500.00        | $1117981.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $202468800.00      | $218843859.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $102572400.00      | $106237941.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $18828400.00       | $20161908.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $2817800.00        | $2950819.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $99929300.00       | $102824499.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $39572900.00       | $39744056.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $24700.00          | $25301.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $47439400.00       | $49484730.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $400.00            | $424.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2354600.00        | $2427351.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $5796300.00        | $5892568.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $22786700.00       | $23451847.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1024.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $3688500.00        | $3845249.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $36287300.00       | $37267945.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $14508400.00       | $14656172.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1800.00           | $1807.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $5275000.00        | $5303179.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $49.00             | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $16655.00          | $8908.00           | U.S. Treasuries (including strips) |

### Security 298: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05B847, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05B8477791561JP
- **C.18 - Value (incl. sponsor support):** $1651998678.40
- **C.18.a - Value (excl. sponsor support):** $1651998678.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $443007400.00      | $432971414.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $1076430000.00     | $1163488377.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $90900800.00       | $93794478.00       | U.S. Treasuries (including strips) |

### Security 299: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.050000%
- **C.6 - Investment 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: TPR05BC417791561WE
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $9848972.00        | $8955390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 6.5000%  | 0.0000% | $3350000.00        | $2703.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $3000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 7.0000%  | 0.0000% | $2661162.00        | $8128.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-01-01      | 5.0000%  | 0.0000% | $666740.00         | $2334.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $57961.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $2043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1151.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2249978.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2189214.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-07-01      | 5.0000%  | 0.0000% | $1140000.00        | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-09-01      | 4.0000%  | 0.0000% | $385000.00         | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 2.0000%  | 0.0000% | $700000.00         | $49736.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 6.0000%  | 0.0000% | $426000.00         | $30504.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $13000.00          | $1756.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-06-01      | 2.0000%  | 0.0000% | $793073.00         | $46638.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $3383581.00        | $616084.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $30119.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $2030958.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 3.0000%  | 0.0000% | $15000.00          | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $747542.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $196000.00         | $31598.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $89336.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9434.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $1091.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 5.0000%  | 0.0000% | $1546000.00        | $14833.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.0000%  | 0.0000% | $255000.00         | $1762.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9705.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $7500000.00        | $6094630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1819121.00        | $1810292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1470.00           | $1376.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $42283.00          | $19955.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $868563.00         | $615334.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $26280.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $1516012.00        | $671064.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.5000%  | 0.0000% | $680660.00         | $186217.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 7.0000%  | 0.0000% | $1063650.00        | $1115816.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1763524.00        | $1466814.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $2337835.00        | $2130794.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $5779157.00        | $3746533.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $6828883.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $6037387.00        | $4861140.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $3146579.00        | $2869765.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1791820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $13332399.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1734130.00        | $1646274.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $160000.00         | $132770.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $4529932.00        | $4185151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1666977.00        | $1650176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $24551333.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1235053.00        | $1163680.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1204101.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2510031.00        | $2527487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.5000%  | 0.0000% | $1010933.00        | $887056.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $205080.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $140121.00         | $132457.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1668788.00        | $1671662.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.5000%  | 0.0000% | $1050808.00        | $877090.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $4957828.00        | $4349481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $7037691.00        | $6381953.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1608503.00        | $1663442.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $95898.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $1256780.00        | $938942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1389321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.5000%  | 0.0000% | $994169.00         | $970855.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1617041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $6560812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1810814.00        | $1908167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 4.5000%  | 0.0000% | $1915538.00        | $1872540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2465362.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2776563.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $1093965.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $12154.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $2016344.00        | $2078947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $6206129.00        | $6111359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1088367.00        | $1136869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1237260.00        | $1283991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1104092.00        | $1113100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1329025.00        | $1401340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1069400.00        | $1004069.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1284523.00        | $1293149.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4268549.00        | $3867789.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1295857.00        | $1375784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1623240.00        | $1663991.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $1366760.00        | $1356441.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $3386654.00        | $3388193.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $1668229.00        | $1708485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2640504.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1126322.00        | $1030020.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $3553061.00        | $3696200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $8393400.00        | $8241083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1187026.00        | $1251577.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1019191.00        | $1079967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1321260.00        | $1353006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $1084484.00        | $1104025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $2030003.00        | $2089064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1070250.00        | $1128659.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 5.0000%  | 0.0000% | $713597.00         | $693820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1077938.00        | $1127272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1174516.00        | $1145338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $3837219.00        | $3861516.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1713971.00        | $1758158.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1378702.00        | $1399035.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $8304442.00        | $8526127.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.5000%  | 0.0000% | $1491302.00        | $1463233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $8517601.00        | $8722253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $1245483.00        | $1250839.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1309251.00        | $1335200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1173957.00        | $1199538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.5000%  | 0.0000% | $1006779.00        | $1037549.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $805953.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $4912666.00        | $5107743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $7825111.00        | $7939787.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $8065126.00        | $8313880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2488269.00        | $2529972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1430132.00        | $1532996.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1455186.00        | $1491891.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1187459.00        | $1239837.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1231923.00        | $1307547.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $4832322.00        | $4933540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 6.0000%  | 0.0000% | $5038536.00        | $5154278.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2648700.00        | $2721584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $990090.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $7041998.00        | $7296559.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $13170763.00       | $13646873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1301558.00        | $1353826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2178632.00        | $2233144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1067660.00        | $1084874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1149960.00        | $1163019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1132554.00        | $1179529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $5341858.00        | $5359689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $1159685.00        | $1180075.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $7325855.00        | $7375019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1374503.00        | $1386801.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $4153380.00        | $4184626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1034360.00        | $1065845.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1171600.00        | $1219832.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $4943457.00        | $4963058.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1718220.00        | $1807378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $5893810.00        | $6022036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $2602165.00        | $2688919.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 6.5000%  | 0.0000% | $1001466.00        | $1057301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $704000.00         | $78999.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $24000.00          | $5576.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6689.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $218312.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.0000%  | 0.0000% | $657811.00         | $133009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 4.0000%  | 0.0000% | $5279791.00        | $817895.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $843881.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 2.0000%  | 0.0000% | $3527956.00        | $802713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $7989.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-05-01      | 5.5000%  | 0.0000% | $5600000.00        | $2269087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2059-04-01      | 3.0000%  | 0.0000% | $13545455.00       | $5260576.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $1685920.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 4.0000%  | 0.0000% | $1914840.00        | $444303.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $13055.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 4.0000%  | 0.0000% | $33195454.00       | $3985828.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.0000%  | 0.0000% | $1978238.00        | $295755.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $605700.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 2.5000%  | 0.0000% | $1248808.00        | $384386.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1125511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $164000.00         | $50762.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $45206.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-05-01      | 2.5000%  | 0.0000% | $52444338.00       | $2984472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $181225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $74298.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.5000%  | 0.0000% | $16000.00          | $1304.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $4460000.00        | $927675.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $225000.00         | $72540.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $115000.00         | $16121.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $13916541.00       | $9380239.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%  | 0.0000% | $1078075.00        | $1118156.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $742162.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $61000.00          | $13239.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.0000%  | 0.0000% | $2020058.00        | $346840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $2609700.00        | $1399762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $475000.00         | $134003.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $10000000.00       | $3574608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $25000.00          | $14705.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $812368.00         | $606283.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $345000.00         | $161931.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $403167.00         | $270065.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.0000%  | 0.0000% | $2347585.00        | $1253947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $12903338.00       | $10620782.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2346674.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2515513.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $6872266.00        | $6381887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $5446175.00        | $5427452.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $2572361.00        | $2579745.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $700000.00         | $476176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $158904.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $4158177.00        | $3096527.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 5.5000%  | 0.0000% | $2821967.00        | $2850401.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $1963136.00        | $1906795.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $2572965.00        | $2709216.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $67688.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $665482.00         | $431275.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1741584.00        | $1459501.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $12526956.00       | $8245790.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $250000.00         | $150940.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $400000.00         | $344822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 5.0000%  | 0.0000% | $2072413.00        | $1147366.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $6932601.00        | $4510269.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $80001.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $586278.00         | $481534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $129256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2566864.00        | $1805999.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.0000%  | 0.0000% | $746668.00         | $168120.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $93000.00          | $15303.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1857796.00        | $386579.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $31027.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $12000.00          | $2615.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $16523850.00       | $4190316.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1329898.00        | $754701.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $707617.00         | $375293.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 5.0000%  | 0.0000% | $29900.00          | $4284.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2277450.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $14491870.00       | $8903548.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $246000.00         | $147654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $306736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1319606.00        | $830361.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $243782.00         | $147500.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 1.5000%  | 0.0000% | $10000000.00       | $5696825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $148817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $379875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $19473632.00       | $13089224.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $8445495.00        | $6097604.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $958543.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $280000.00         | $181603.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $10196.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $1273874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $900000.00         | $593400.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $215000.00         | $126492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $8873045.00        | $6212121.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 1.5000%  | 0.0000% | $999900.00         | $623419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $7720221.00        | $5708955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $4816763.00        | $3586396.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $160000.00         | $104812.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $781986.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $878728.00         | $685031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $351297.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $144450.00         | $114379.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1470329.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $125108738.00      | $91506976.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $1349699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $34000.00          | $24607.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $6251344.00        | $5306052.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $4945.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $5290000.00        | $3779104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $160000.00         | $127484.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $4700000.00        | $3137541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $8999381.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $14278518.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $900000.00         | $810668.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $43000.00          | $37770.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $1014865.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $434518.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1540000.00        | $1282733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $6757902.00        | $5636211.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $78655.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $2204882.00        | $1684185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $15000.00          | $12947.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $320000.00         | $274037.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $83055.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $69021.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $5235090.00        | $4616715.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $12288774.00       | $11863380.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.0000%  | 0.0000% | $2702664.00        | $2529658.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $5031203.00        | $4792425.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $2600000.00        | $2484902.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 5.0000%  | 0.0000% | $4935231.00        | $4649819.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $7399000.00        | $7265403.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.0000%  | 0.0000% | $273596.00         | $265947.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $465000.00         | $370880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $37711.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $11000000.00       | $9619042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 4.5000%  | 0.0000% | $8689351.00        | $7598197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.5000%  | 0.0000% | $68328209.00       | $46364403.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $302367.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $109864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 6.0000%  | 0.0000% | $167057.00         | $121181.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $500000.00         | $467311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 1.5000%  | 0.0000% | $1094273.00        | $805295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $6180846.00        | $5716377.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $36185004.00       | $31399399.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $405000.00         | $381349.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $20040057.00       | $18539667.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $146084.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1353252.00        | $1163186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $2628563.00        | $2335293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $3388000.00        | $2926388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $52962.00          | $49882.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $51844678.00       | $48020949.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 4.0000%  | 0.0000% | $16658182.00       | $16444058.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8810055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $54000000.00       | $52693678.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 6.0000%  | 0.0000% | $15584541.00       | $15554757.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $13096416.00       | $11284108.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $51504280.00       | $47119515.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 1.5000%  | 0.0000% | $9267145.00        | $8395626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $91386.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $20844.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $2230000.00        | $419743.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $310033.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $5982563.00        | $1295116.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $321917.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $10070000.00       | $1954587.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $68803.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $50000.00          | $13176.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 5.0000%  | 0.0000% | $70000.00          | $22420.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $32695.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $51000.00          | $22600.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $805745.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $515152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2927.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $55000.00          | $26988.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $795616.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $800000.00         | $358377.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $626603.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $226858.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $186192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $131428.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $691279.00         | $448076.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $21763.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $95000.00          | $58843.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $725051.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $3665421.00        | $2755867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $993411.00         | $620416.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $7456000.00        | $4764056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $500000.00         | $396328.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $421720.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $3026376.00        | $2434218.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $9031545.00        | $5352188.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1250000.00        | $835689.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1273458.00        | $989450.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $185559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $1890729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $56000.00          | $39098.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1180958.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $389000.00         | $315864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 4.0000%  | 0.0000% | $75000.00          | $42095.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $982698.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $451527.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $134574.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 5.0000%  | 0.0000% | $123149.00         | $92253.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 2.0000%  | 0.0000% | $1800000.00        | $1300165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $28259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 3.5000%  | 0.0000% | $62583.00          | $44952.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $75372.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $2100000.00        | $1304434.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $168000.00         | $118071.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $847684.00         | $642894.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 5.5000%  | 0.0000% | $868285.00         | $615331.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2187258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4792.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $800000.00         | $589580.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $6484720.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $240000.00         | $174795.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4726.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $9718000.00        | $7626635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $500000.00         | $359077.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $8029878.00        | $6620885.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $5020048.00        | $4135679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $3773518.00        | $3198180.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $13944275.00       | $12028095.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1690635.00        | $1220430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $9850000.00        | $8394173.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $11000.00          | $9766.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $4500000.00        | $4079472.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 3.5000%  | 0.0000% | $406000.00         | $351939.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.5000%  | 0.0000% | $15382357.00       | $11714688.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $18617965.00       | $17628077.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2704489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $17904440.00       | $17861021.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 5.5000%  | 0.0000% | $2655730.00        | $2247671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 6.0000%  | 0.0000% | $3299768.00        | $3107235.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 5.5000%  | 0.0000% | $3610871.00        | $3524694.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $10932274.00       | $11000744.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.5000%  | 0.0000% | $3407949.00        | $3343222.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $56628943.00       | $58037627.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 6.0000%  | 0.0000% | $4975064.00        | $5195026.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 6.0000%  | 0.0000% | $328220.00         | $2007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.0000%  | 0.0000% | $5250000.00        | $39308.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $20914.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $2475000.00        | $17476.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $19994.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 5.0000%  | 0.0000% | $500000.00         | $2241.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $14097.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $212994.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 6.0000%  | 0.0000% | $233226.00         | $5479.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $11750000.00       | $39974.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $1040000.00        | $21507.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 4.5000%  | 0.0000% | $171184.00         | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $194066.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $113236.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $15135.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 5.0000%  | 0.0000% | $61927.00          | $1153.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $52618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $21342.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $35598.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 4.5000%  | 0.0000% | $1141031.00        | $42799.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $25000.00          | $3528.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $25829223.00       | $3332687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $7000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $4914691.00        | $3116164.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $482952.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $10000.00          | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $20566.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $129743.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $4000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $3002000.00        | $597316.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 1.5000%  | 0.0000% | $100000.00         | $39525.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 1.5000%  | 0.0000% | $490000.00         | $210746.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $18228155.00       | $10692005.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $2272242.00        | $1881956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $15241913.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.5000%  | 0.0000% | $2258669.00        | $2042790.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $5000.00           | $3817.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $743559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 1.5000%  | 0.0000% | $491140.00         | $300156.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2844.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $21000.00          | $14739.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $2070000.00        | $1584696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $26125841.00       | $19124116.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $147000.00         | $113991.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $233543.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2358.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $19345856.00       | $16057531.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $649000.00         | $450941.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $74381.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 5.5000%  | 0.0000% | $1350000.00        | $845206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $1593586.00        | $1034870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $9323000.00        | $8727951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1056814.00        | $998789.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 3.5000%  | 0.0000% | $564943.00         | $506845.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $780362.00         | $736971.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1195309.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.5000%  | 0.0000% | $734272.00         | $646044.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.5000%  | 0.0000% | $4000634.00        | $3495181.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $16854255.00       | $15238205.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.0000%  | 0.0000% | $67000.00          | $62879.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $287484.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $3826909.00        | $3808442.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 5.0000%  | 0.0000% | $11982855.00       | $11644190.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 5.5000%  | 0.0000% | $5806352.00        | $5766672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.0000%  | 0.0000% | $765672.00         | $733037.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 5.0000%  | 0.0000% | $3240851.00        | $3224396.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $11606500.00       | $11489611.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 5.0000%  | 0.0000% | $4540322.00        | $4589671.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-20      | 4.5000%  | 0.0000% | $3192959.00        | $221100.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-20      | 3.5000%  | 0.0000% | $245000.00         | $1487.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 2.5000%  | 0.0000% | $61000.00          | $8285.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2157.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $107479.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-20      | 3.0000%  | 0.0000% | $2973556.00        | $95054.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-08-20      | 3.0000%  | 0.0000% | $960326.00         | $111462.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-11-20      | 5.5000%  | 0.0000% | $930000.00         | $92639.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-01-20      | 4.0000%  | 0.0000% | $42598589.00       | $3318825.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 3.0000%  | 0.0000% | $103320360.00      | $9676113.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 5.5000%  | 0.0000% | $104000.00         | $8366.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.0000%  | 0.0000% | $159883981.00      | $17495688.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-20      | 3.0000%  | 0.0000% | $160000.00         | $8814.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 4.0000%  | 0.0000% | $6950423.00        | $587253.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 6.0000%  | 0.0000% | $125000.00         | $15395.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 3.5000%  | 0.0000% | $300000.00         | $31522.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-05-20      | 4.0000%  | 0.0000% | $4461000.00        | $419686.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-20      | 5.5000%  | 0.0000% | $512061.00         | $62787.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-20      | 3.0000%  | 0.0000% | $23438581.00       | $3417229.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-08-20      | 4.0000%  | 0.0000% | $61177412.00       | $5768871.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 3.5000%  | 0.0000% | $138084113.00      | $17295841.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-20      | 2.0000%  | 0.0000% | $152354.00         | $61523.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1941876.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $40113.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-20      | 4.0000%  | 0.0000% | $575511.00         | $25270.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 5.0000%  | 0.0000% | $6400000.00        | $479962.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $19141655.00       | $2278222.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-20      | 3.0000%  | 0.0000% | $1055003.00        | $144146.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2668.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $500000.00         | $68026.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 7.0000%  | 0.0000% | $117788.00         | $23781.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-20      | 2.5000%  | 0.0000% | $5800000.00        | $1975374.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $135195.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 1.5000%  | 0.0000% | $57079728.00       | $31500151.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 5.0000%  | 0.0000% | $1976675.00        | $661652.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 2.0000%  | 0.0000% | $24083689.00       | $12971270.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-05-20      | 6.0000%  | 0.0000% | $70000.00          | $21525.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 1.5000%  | 0.0000% | $12150149.00       | $6903776.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 1.5000%  | 0.0000% | $342680.00         | $198547.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 6.0000%  | 0.0000% | $165000.00         | $70750.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $955000.00         | $618919.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $26339.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 4.5000%  | 0.0000% | $62354909.00       | $39360804.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.5000%  | 0.0000% | $15747470.00       | $10030389.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 4.5000%  | 0.0000% | $35000000.00       | $29296608.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $7393139.00        | $5496978.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $76762.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $340244.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $79666.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.5000%  | 0.0000% | $70000.00          | $45753.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 5.5000%  | 0.0000% | $1180000.00        | $834624.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-20      | 4.0000%  | 0.0000% | $286649.00         | $189417.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 7.0000%  | 0.0000% | $230000.00         | $104518.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 5.5000%  | 0.0000% | $27460.00          | $23429.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $34612620.00       | $17102169.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $17475000.00       | $15625340.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $1197900.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $10000000.00       | $8234100.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $311241.00         | $195340.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $1230000.00        | $819889.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 5.0000%  | 0.0000% | $3110000.00        | $2844129.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 4.0000%  | 0.0000% | $68432698.00       | $7467043.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $488122.00         | $127094.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $418412.00         | $140341.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $5715142.00        | $1290239.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $373648.00         | $102525.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 3.0000%  | 0.0000% | $2468788.00        | $319664.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $613954.00         | $139381.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $3210255.00        | $707862.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $800000.00         | $204976.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $515859.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.5000%  | 0.0000% | $1590000.00        | $1102018.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-20      | 4.5000%  | 0.0000% | $3931016.00        | $293905.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-20      | 4.5000%  | 0.0000% | $3095039.00        | $385926.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $223097.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.0000%  | 0.0000% | $1179591.00        | $209515.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $370910.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 3.0000%  | 0.0000% | $4330609.00        | $2101173.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $671705.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-02-20      | 2.0000%  | 0.0000% | $13000000.00       | $7157001.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $1078387.00        | $712093.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1646934.00        | $1141484.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $211201.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $813561.00         | $472737.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-20      | 3.0000%  | 0.0000% | $2276146.00        | $192396.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-20      | 4.0000%  | 0.0000% | $250000.00         | $27905.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-03-20      | 3.5000%  | 0.0000% | $1466028.00        | $330642.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $172729.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $8013198.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $11183662.00       | $10481626.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $6060028.00        | $3499345.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $7073748.00        | $4469677.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1406036.00        | $1069888.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1417883.00        | $916120.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $1324614.00        | $269070.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $1492623.00        | $1299691.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $4824993.00        | $3348100.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2537253.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $1000968.00        | $454733.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1642311.00        | $555295.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $2449293.00        | $1956307.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $2342618.00        | $1682947.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.5000%  | 0.0000% | $3273227.00        | $2482917.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 6.5000%  | 0.0000% | $2320077.00        | $2389212.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.0000%  | 0.0000% | $2351519.00        | $2391544.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-07-20      | 6.5000%  | 0.0000% | $17742552.00       | $15302092.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $7463767.00        | $5022517.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $3126871.00        | $2211496.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1286371.00        | $1329790.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $1389642.00        | $1204563.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1126510.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1571470.00        | $1621763.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $2915386.00        | $2753241.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1109956.00        | $1147743.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1638657.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 7.0000%  | 0.0000% | $3747304.00        | $3969289.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $1228587.00        | $1159048.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $4821816.00        | $4366632.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $1823895.00        | $1901410.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1359817.00        | $1430640.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 6.5000%  | 0.0000% | $5271598.00        | $4669038.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $1922193.00        | $985614.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3315925.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1610768.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1739332.00        | $1763579.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $1764831.00        | $1824868.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1700584.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $5017599.00        | $5001930.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $2090545.00        | $1905731.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1015689.00        | $1046419.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.5000%  | 0.0000% | $3395697.00        | $3234369.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2896778.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1741465.00        | $1471748.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 5.5000%  | 0.0000% | $1327862.00        | $1343406.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1763003.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $1821450.00        | $1660329.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $1787746.00        | $1811621.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $1615138.00        | $1159443.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $3579385.00        | $2792601.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 6.0000%  | 0.0000% | $6044627.00        | $6188581.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1927438.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $1177193.00        | $1231200.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $3514103.00        | $3615030.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $1463247.00        | $1508096.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $6012089.00        | $6268265.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1598721.00        | $1673474.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 5.5000%  | 0.0000% | $10161147.00       | $10339078.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $1277476.00        | $1326584.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $5083914.00        | $5248232.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1101443.00        | $1149036.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $1813504.00        | $1902234.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1356396.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $10821483.00       | $11123547.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $2119020.00        | $2175439.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $2386239.00        | $2350832.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $8052235.00        | $8150405.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $5598239.00        | $5593230.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $2723746.00        | $2473849.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $2001815.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $1460411.00        | $1530652.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1331780.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $1568874.00        | $1600051.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4415919.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 6.0000%  | 0.0000% | $4859167.00        | $5005711.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1450214.00        | $1514941.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $1105099.00        | $1159034.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1085298.00        | $1141696.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2517071.00        | $2639549.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $5461812.00        | $5711366.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $2233269.00        | $2354115.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3758632.00        | $3929025.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $1446312.00        | $1509619.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1477151.00        | $1540278.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $2762715.00        | $2863193.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $4169935.00        | $4322228.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $2257483.00        | $2357730.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1152951.00        | $1179546.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1823819.00        | $1915470.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $1004871.00        | $1039228.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $2658947.00        | $2784016.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $1306900.00        | $1351692.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $4518167.00        | $4583946.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $3673023.00        | $3821853.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $4461565.00        | $4654893.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $4292963.00        | $4489025.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $1641211.00        | $1702646.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.0000%  | 0.0000% | $2668417.00        | $2768071.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $2977040.00        | $3049545.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $1110805.00        | $1178185.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $34234308.00       | $35829250.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.0000%  | 0.0000% | $1073098.00        | $1130821.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.5000%  | 0.0000% | $4357038.00        | $4449795.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $3725821.00        | $3811325.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3406218.00        | $3560730.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $7285234.00        | $7615395.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 7.5000%  | 0.0000% | $10700531.00       | $11540041.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.0000%  | 0.0000% | $5230630.00        | $5495870.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $3434750.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 7.0000%  | 0.0000% | $1739531.00        | $903076.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.0000%  | 0.0000% | $710000.00         | $561549.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-20      | 6.0000%  | 0.0000% | $232294.00         | $201209.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 3.5000%  | 0.0000% | $444491.00         | $415257.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $38346673.00       | $23532433.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 4.0000%  | 0.0000% | $120158611.00      | $112568911.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.0000%  | 0.0000% | $997886.00         | $956872.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.0000%  | 0.0000% | $888943.00         | $879675.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 4.0000%  | 0.0000% | $126393484.00      | $119607763.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $70418264.00       | $71812802.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 5.5000%  | 0.0000% | $75015334.00       | $75428894.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 5.5000%  | 0.0000% | $185293.00         | $183976.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.5000%  | 0.0000% | $180000.00         | $178540.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 2.5000%  | 0.0000% | $347572.00         | $302093.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $528095299.00      | $535267527.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $1191837.00        | $1232686.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1137636.00        | $1194804.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $3158801.00        | $3320361.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $1659978.00        | $1763662.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $171357.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 3.5000%  | 0.0000% | $584419.00         | $144073.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 7.0000%  | 0.0000% | $65000.00          | $1227.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-20      | 8.5000%  | 0.0000% | $114614468.00      | $37176.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-20      | 7.0000%  | 0.0000% | $28305134.00       | $24642.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1299.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-20      | 6.0000%  | 0.0000% | $508461.00         | $1504.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-20      | 7.0000%  | 0.0000% | $107500.00         | $3030.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-20      | 5.5000%  | 0.0000% | $702000.00         | $9888.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-20      | 6.0000%  | 0.0000% | $575000.00         | $6064.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-20      | 6.0000%  | 0.0000% | $460000.00         | $6114.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-20      | 6.0000%  | 0.0000% | $306059.00         | $8404.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-20      | 3.0000%  | 0.0000% | $165000.00         | $15997.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-20      | 4.5000%  | 0.0000% | $285000.00         | $10911.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-20      | 4.5000%  | 0.0000% | $349000.00         | $13185.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $13697.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-20      | 4.0000%  | 0.0000% | $984140.00         | $44380.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $167587.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $11466.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-20      | 4.5000%  | 0.0000% | $4000000.00        | $174146.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 4.0000%  | 0.0000% | $15931449.00       | $842170.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-20      | 6.0000%  | 0.0000% | $5246845.00        | $158498.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-20      | 4.0000%  | 0.0000% | $225000.00         | $63378.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 4.5000%  | 0.0000% | $1223294.00        | $154479.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $7153075.00        | $799129.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-20      | 6.5000%  | 0.0000% | $50000.00          | $1102.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-20      | 3.5000%  | 0.0000% | $2140000.00        | $88033.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.5000%  | 0.0000% | $6789597.00        | $320127.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-20      | 6.0000%  | 0.0000% | $1679386.00        | $18294.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-20      | 4.5000%  | 0.0000% | $1305167.00        | $124938.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-20      | 6.5000%  | 0.0000% | $1000197.00        | $73041.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.0000%  | 0.0000% | $38000.00          | $1395.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $43516994.00       | $38088510.00       | U.S. Treasuries (including strips) |

### Security 300: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment 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: TPR05BCA47791568CG
- **C.18 - Value (incl. sponsor support):** $1971512369.00
- **C.18.a - Value (excl. sponsor support):** $1971512369.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $39346206.00       | $29852447.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $175050000.00      | $105239856.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.0000%  | 0.0000% | $11103983.00       | $7500209.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.5000%  | 0.0000% | $668241.00         | $494302.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $7723979.00        | $4723722.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $2250000.00        | $966172.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.5000%  | 0.0000% | $286089017.00      | $206400732.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.0000%  | 0.0000% | $22844002.00       | $15923078.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 3.5000%  | 0.0000% | $22301940.00       | $16907630.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $2303008.00        | $1947921.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $5844953.00        | $4494622.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $190979985.00      | $85610262.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.0000%  | 0.0000% | $17042059.00       | $11903929.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 3.5000%  | 0.0000% | $4392100.00        | $3113680.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 4.5000%  | 0.0000% | $3284309.00        | $2841297.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $1831573.00        | $1559387.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $102134013.00      | $78862214.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $785000.00         | $483711.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $155000.00         | $73416.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $18111139.00       | $6012294.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $461146.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $139000.00         | $95569.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 4.5000%  | 0.0000% | $4777226.00        | $4216065.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $224470891.00      | $170045045.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $127431338.00      | $60240890.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 3.5000%  | 0.0000% | $17545195.00       | $12765669.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 4.5000%  | 0.0000% | $345071.00         | $307490.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.0000%  | 0.0000% | $218000.00         | $194308.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $1124365.00        | $876956.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $14726680.00       | $9415453.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $333158977.00      | $157065449.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $92738548.00       | $32748935.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $33593847.00       | $9136358.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 3.5000%  | 0.0000% | $17284161.00       | $13065807.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 4.5000%  | 0.0000% | $146100.00         | $132026.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.0000%  | 0.0000% | $639661.00         | $571955.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $800274.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $58849268.00       | $37720142.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $7848710.00        | $3817449.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $222409.00         | $80844.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 4.5000%  | 0.0000% | $769944.00         | $704072.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.0000%  | 0.0000% | $3490000.00        | $3175365.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 5.5000%  | 0.0000% | $1830000.00        | $1506840.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $50907410.00       | $30821268.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.5000%  | 0.0000% | $3545777.00        | $1571900.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $15930083.00       | $5441599.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 2.5000%  | 0.0000% | $294439.00         | $213444.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 4.5000%  | 0.0000% | $134190.00         | $122532.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $446891582.00      | $265405058.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $69092538.00       | $31232889.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $2761086.00        | $1003622.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 2.5000%  | 0.0000% | $621650.00         | $412035.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $41440481.00       | $25473631.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 7.5000%  | 0.0000% | $460413.00         | $163108.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 2.0000%  | 0.0000% | $608838.00         | $447510.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8887146.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $19048208.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $217718.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $4015268.00        | $952061.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $1309.00           | $1197.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $925359.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $902877.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $6183156.00        | $4970489.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $5412232.00        | $4431552.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $921823.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1280120.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $1080150.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $467184.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $2611346.00        | $2327119.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $1160318.00        | $891881.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 7.5000%  | 0.0000% | $57255.00          | $61052.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 6.0000%  | 0.0000% | $477614.00         | $479851.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 7.5000%  | 0.0000% | $1900654.00        | $1360183.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1363772.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $98053.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $25002061.00       | $2663304.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3122809.00        | $2789798.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $1193323.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1706339.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $713631.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.0000%  | 0.0000% | $1959753.00        | $1096584.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1029509.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.0000%  | 0.0000% | $6646770.00        | $6906520.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1701104.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1116478.00        | $356590.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $110880.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4687644.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $201037.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $218326.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2419226.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1003900.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1199357.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1435858.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 5.5000%  | 0.0000% | $1000000.00        | $986388.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1538174.00        | $1592393.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1890378.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1216179.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1086498.00        | $1122165.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3035186.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $830188.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $697159.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $896673.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1033553.00        | $1075486.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1525130.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $754019.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $258761.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $3791949.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $300810.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $41582189.00       | $35967708.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1600000.00        | $1361013.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3340460.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $1765548.00        | $726836.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $4142181.00        | $1962150.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 7.0000%  | 0.0000% | $2112320.00        | $1375360.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2786889.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $123522.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2031600.00        | $294617.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $249056.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $450192.00         | $301335.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 7.0000%  | 0.0000% | $1970242.00        | $183985.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $704765.00         | $647366.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1036777.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1024206.00        | $813824.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $848974.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $2142978.00        | $861998.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $214841.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $1075457.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1122824.00        | $997234.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $387842.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $851391.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $760514.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1664329.00        | $1147914.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1000587.00        | $824048.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $738022.00         | $516697.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1239259.00        | $703495.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $462710.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1567818.00        | $945536.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1607157.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2604342.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $545568.00         | $457779.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $96456.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $389694.00         | $275986.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $2967746.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1889053.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1474410.00        | $1396154.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1165938.00        | $1045243.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1316711.00        | $902365.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1269687.00        | $949321.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1828597.00        | $1137518.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $34821207.00       | $25444221.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $766565.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.0000%  | 0.0000% | $1303251.00        | $455584.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $811209.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2884683.00        | $1052435.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1992469.00        | $1430584.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1034024.00        | $610158.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3772306.00        | $2313603.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2271782.00        | $1853878.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1421428.00        | $978776.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $4617026.00        | $2894846.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3852156.00        | $2314885.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 7.5000%  | 0.0000% | $8252686.00        | $6850047.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $4121666.00        | $3420015.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1062364.00        | $489145.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $231809.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $646621.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1045214.00        | $587082.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $1569516.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2274911.00        | $1510564.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.0000%  | 0.0000% | $1114910.00        | $357202.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2114431.00        | $1658733.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $428523.00         | $116554.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $4632570.00        | $803250.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1071236.00        | $573391.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444505.00        | $1173043.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.5000%  | 0.0000% | $15142333.00       | $11786157.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 8.0000%  | 0.0000% | $2026703.00        | $1680058.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $2355228.00        | $1715672.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $647392.00         | $387878.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $1437697.00        | $145275.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $112983.00         | $94469.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2020447.00        | $944173.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $3282369.00        | $2366610.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $2348165.00        | $2019830.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1106517.00        | $713473.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $1256068.00        | $1123366.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1922775.00        | $192873.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1823362.00        | $253633.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $317452.00         | $196090.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1419946.00        | $1090152.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1444159.00        | $1149495.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $1088253.00        | $964733.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $237201.00         | $79651.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $234155.00         | $159924.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.0000%  | 0.0000% | $267449.00         | $78990.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $592113.00         | $635854.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1329301.00        | $454740.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $20696038.00       | $17057218.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $1718302.00        | $1166485.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $1745731.00        | $1228187.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1286762.00        | $1089095.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $3140786.00        | $1661319.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $1263438.00        | $822453.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 8.5000%  | 0.0000% | $504250.00         | $543801.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.5000%  | 0.0000% | $1308020.00        | $417189.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 7.0000%  | 0.0000% | $51259.00          | $51290.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $59035.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8735123.00        | $6067124.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $49556074.00       | $34258943.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $15878.00          | $12461.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $8729016.00        | $5290657.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $396000.00         | $265027.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $1000000.00        | $928978.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $52795771.00       | $42979641.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.0000%  | 0.0000% | $800000.00         | $614124.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $34039764.00       | $25170802.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $69155791.00       | $46258335.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $4103540.00        | $2644607.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $2195458.00        | $1754772.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $25756080.00       | $19726489.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.0000%  | 0.0000% | $36092071.00       | $29394381.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $8074600.00        | $8286285.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $26667000.00       | $26967912.00       | U.S. Treasuries (including strips) |

### Security 301: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **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):** $413281335.60
- **C.18.a - Value (excl. sponsor support):** $413281335.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $321500.00         | $81102.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $24100.00          | $20100.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $41062600.00       | $36593555.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $87300.00          | $73716.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $376400.00         | $293715.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $2178400.00        | $1182774.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $16273148.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $2025300.00        | $1294256.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $8351200.00        | $8289985.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $25000000.00       | $32455133.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $861.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $20500.00          | $20379.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $900.00            | $863.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $23843200.00       | $22849908.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $227700.00         | $199800.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $35900.00          | $34177.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $57072100.00       | $50036639.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1443500.00        | $1368154.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $60881900.00       | $61934860.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $5600.00           | $5548.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $3400.00           | $3476.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $3052000.00        | $3144798.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $752500.00         | $828011.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $31969900.00       | $32781332.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $61282300.00       | $61723250.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $46800500.00       | $48114755.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $3661600.00        | $3789528.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $109900.00         | $110487.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $186802.00         | $121445.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $520258.00         | $424136.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $30229076.00       | $17163555.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $35865935.00       | $20046260.00       | U.S. Treasuries (including strips) |

### Security 302: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment 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: TPR05BD6E779156BCG
- **C.18 - Value (incl. sponsor support):** $2955995861.60
- **C.18.a - Value (excl. sponsor support):** $2955995861.60
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 5.0000%  | 0.0000% | $5448769.00        | $18434.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 3.5000%  | 0.0000% | $100000.00         | $5503.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 4.0000%  | 0.0000% | $310649.00         | $5257.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 3.5000%  | 0.0000% | $375000.00         | $3107.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 3.5000%  | 0.0000% | $500000.00         | $5709.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $1362600.00        | $39852.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 4.2500%  | 0.0000% | $437161.00         | $41520.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-02-15      | 5.0000%  | 0.0000% | $132000.00         | $4954.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 5.0000%  | 0.0000% | $268000.00         | $21879.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-15      | 4.5000%  | 0.0000% | $72568.00          | $4032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $3611108.00        | $140788.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.5000%  | 0.0000% | $2272723.00        | $61103.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.5000%  | 0.0000% | $421928.00         | $24710.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 3.5000%  | 0.0000% | $237000.00         | $4483.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 3.0000%  | 0.0000% | $208694.00         | $48101.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $500000.00         | $32980.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.7500%  | 0.0000% | $3636973.00        | $212512.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-11-15      | 4.2500%  | 0.0000% | $2549421.00        | $316282.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.2500%  | 0.0000% | $1855650.00        | $203952.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-12-15      | 4.2500%  | 0.0000% | $261783.00         | $12548.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.0000%  | 0.0000% | $2166605.00        | $119932.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-15      | 3.5000%  | 0.0000% | $324000.00         | $22282.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $25000.00          | $3511.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.8750%  | 0.0000% | $255224.00         | $16424.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-04-15      | 3.5000%  | 0.0000% | $201211.00         | $7532.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-15      | 3.5000%  | 0.0000% | $50000.00          | $3594.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-07-15      | 3.5000%  | 0.0000% | $2853396.00        | $325098.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $16010000.00       | $3264031.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $30000.00          | $2818.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $641000.00         | $92093.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-15      | 3.5000%  | 0.0000% | $25000.00          | $1374.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 2.5000%  | 0.0000% | $1140000.00        | $15600.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 4.0000%  | 0.0000% | $271594.00         | $30600.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $377000.00         | $50470.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 4.0000%  | 0.0000% | $341492.00         | $19004.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $188000.00         | $15564.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-09-15      | 3.0000%  | 0.0000% | $200000.00         | $15555.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-15      | 4.5000%  | 0.0000% | $696709.00         | $9105.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $6507.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-11-15      | 3.0000%  | 0.0000% | $285400.00         | $28614.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $1600000.00        | $79659.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.5000%  | 0.0000% | $38364.00          | $1985.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $503000.00         | $46461.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.5000%  | 0.0000% | $101350.00         | $18955.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-15      | 3.0000%  | 0.0000% | $522000.00         | $50169.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-02-15      | 3.0000%  | 0.0000% | $220745.00         | $38490.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $2177556.00        | $326176.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $185154.00         | $12134.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 5.0000%  | 0.0000% | $233214.00         | $14538.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-15      | 4.5000%  | 0.0000% | $93500.00          | $32620.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $444177.00         | $35200.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $2707646.00        | $229091.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 4.0000%  | 0.0000% | $70479.00          | $11201.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-15      | 3.5000%  | 0.0000% | $2005279.00        | $1122176.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 5.0000%  | 0.0000% | $1305161.00        | $38186.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 4.0000%  | 0.0000% | $1145368.00        | $95266.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-15      | 5.0000%  | 0.0000% | $2039772.00        | $972085.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $310242.00         | $20097.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $937877.00         | $98229.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $45006.00          | $3629.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 5.0000%  | 0.0000% | $2469922.00        | $348621.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 5.0000%  | 0.0000% | $371745.00         | $43964.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $8389.00           | $1832.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $3000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $75000.00          | $7453.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-15      | 3.0000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-10-15      | 3.5000%  | 0.0000% | $2975558.00        | $306770.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 3.5000%  | 0.0000% | $2443.00           | $245.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $394390.00         | $35975.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 5.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-15      | 4.5000%  | 0.0000% | $426574.00         | $314458.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 3.5000%  | 0.0000% | $112000.00         | $27544.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 3.5000%  | 0.0000% | $80870.00          | $34812.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $947896.00         | $37554.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 5.0000%  | 0.0000% | $5000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-15      | 5.0000%  | 0.0000% | $3000.00           | $381.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 5.0000%  | 0.0000% | $4000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-15      | 5.0000%  | 0.0000% | $5000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-15      | 5.0000%  | 0.0000% | $4000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 5.0000%  | 0.0000% | $107724.00         | $40408.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 5.0000%  | 0.0000% | $7000.00           | $2464.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-01-15      | 4.5000%  | 0.0000% | $185713.00         | $10998.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 3.5000%  | 0.0000% | $33564.00          | $3996.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-15      | 2.5000%  | 0.0000% | $829791.00         | $375892.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-15      | 3.5000%  | 0.0000% | $1581223.00        | $204853.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-15      | 3.5000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 3.5000%  | 0.0000% | $132593.00         | $12744.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-15      | 2.5000%  | 0.0000% | $1551981.00        | $366464.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-07-15      | 2.5000%  | 0.0000% | $1397.00           | $495.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-15      | 3.5000%  | 0.0000% | $350000.00         | $224024.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $42589.00          | $23905.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 4.5000%  | 0.0000% | $31871.00          | $19989.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $1092.00           | $714.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 3.5000%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-15      | 4.5000%  | 0.0000% | $685647.00         | $622890.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-15      | 5.0000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-15      | 5.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 2.0000%  | 0.0000% | $1500000.00        | $37704.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-05-15      | 2.5000%  | 0.0000% | $112483.00         | $12189.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-15      | 2.5000%  | 0.0000% | $27376.00          | $1705.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-15      | 3.5000%  | 0.0000% | $32030.00          | $4772.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.5000%  | 0.0000% | $260413.00         | $46428.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $430000.00         | $45830.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-06-15      | 3.0000%  | 0.0000% | $306393.00         | $37091.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.5000%  | 0.0000% | $170000.00         | $33688.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.5000%  | 0.0000% | $24000.00          | $1135.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 2.7500%  | 0.0000% | $969389.00         | $137896.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.0000%  | 0.0000% | $267811.00         | $42078.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-07-15      | 3.5000%  | 0.0000% | $200000.00         | $29028.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-09-15      | 3.2500%  | 0.0000% | $2988978.00        | $365383.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-10-15      | 3.8750%  | 0.0000% | $424511.00         | $42034.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-15      | 3.5000%  | 0.0000% | $858670.00         | $143877.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $2104672.00        | $252926.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-03-15      | 3.5000%  | 0.0000% | $37000.00          | $4854.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-08-15      | 3.0000%  | 0.0000% | $203043.00         | $26924.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-15      | 3.5000%  | 0.0000% | $27478.00          | $4842.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-15      | 3.5000%  | 0.0000% | $427903.00         | $9566.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-10-15      | 3.0000%  | 0.0000% | $25109.00          | $3276.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-15      | 4.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-15      | 6.0000%  | 0.0000% | $138723.00         | $110920.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 6.0000%  | 0.0000% | $109426184.00      | $101484442.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-15      | 4.5000%  | 0.0000% | $535989.00         | $27461.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 4.5000%  | 0.0000% | $130058.00         | $23048.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 3.0000%  | 0.0000% | $29380.00          | $2595.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-15      | 3.0000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 2.5000%  | 0.0000% | $607377.00         | $113778.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.5000%  | 0.0000% | $333335.00         | $54260.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.0000%  | 0.0000% | $220000.00         | $65788.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 3.0000%  | 0.0000% | $61410.00          | $18959.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-09-15      | 2.5000%  | 0.0000% | $286782.00         | $84044.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.0000%  | 0.0000% | $1200.00           | $343.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-12-15      | 4.5000%  | 0.0000% | $1250000.00        | $120592.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-15      | 4.5000%  | 0.0000% | $122979.00         | $5632.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.0000%  | 0.0000% | $202426.00         | $15812.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-15      | 4.5000%  | 0.0000% | $36506.00          | $8075.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $514594.00         | $40574.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-10-15      | 3.5000%  | 0.0000% | $3096137.00        | $116345.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-15      | 4.5000%  | 0.0000% | $122999.00         | $17809.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $190637.00         | $17005.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $501318.00         | $58809.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 4.5000%  | 0.0000% | $6926.00           | $2575.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-15      | 4.5000%  | 0.0000% | $154500.00         | $45901.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-15      | 3.5000%  | 0.0000% | $111678.00         | $34483.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.5000%  | 0.0000% | $714000.00         | $17146.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-10-15      | 6.0000%  | 0.0000% | $85000.00          | $212.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $199458.00         | $409.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $1088000.00        | $6460.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2525240.00        | $33349.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $3517895.00        | $34751.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 5.7500%  | 0.0000% | $1922319.00        | $49222.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 5.7500%  | 0.0000% | $2301135.00        | $19516.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1386060.00        | $23213.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $1381803.00        | $21045.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 5.7500%  | 0.0000% | $2574530.00        | $29981.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.2500%  | 0.0000% | $25000.00          | $600.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $1012631.00        | $49124.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1074782.00        | $28311.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 6.0000%  | 0.0000% | $92698.00          | $1243.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $41613.00          | $3021.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.7000%  | 0.0000% | $2648763.00        | $22469.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1329101.00        | $42066.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.7000%  | 0.0000% | $819168.00         | $21607.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 5.2500%  | 0.0000% | $1939016.00        | $23972.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $1350839.00        | $21771.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 5.2500%  | 0.0000% | $1033609.00        | $65462.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 6.0000%  | 0.0000% | $1171781.00        | $6931.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $43605.00          | $287.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $628242.00         | $7253.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 5.5000%  | 0.0000% | $810000.00         | $1307.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.5000%  | 0.0000% | $109000.00         | $321.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $96220.00          | $788.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $917000.00         | $12666.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $714000.00         | $8274.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $889433.00         | $3848.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 6.0000%  | 0.0000% | $205200.00         | $5907.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $1977000.00        | $19144.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $864104.00         | $5743.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-15      | 6.0000%  | 0.0000% | $49477.00          | $582.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-03-15      | 5.5000%  | 0.0000% | $113000.00         | $3835.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $702000.00         | $8474.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 5.0000%  | 0.0000% | $4246358.00        | $42473.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $396596.00         | $6099.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $118000.00         | $1191.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $196000.00         | $115.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 6.5000%  | 0.0000% | $810000.00         | $1159.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $6725000.00        | $7506.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $175968.00         | $189.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 7.0000%  | 0.0000% | $2592881.00        | $10193.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $25000.00          | $130.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.0000%  | 0.0000% | $810000.00         | $1185.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $60000.00          | $93.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $10184336.00       | $36130.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1500200.00        | $9352.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3135845.00        | $9996.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $724085.00         | $6993.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $236346.00         | $778.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 7.0000%  | 0.0000% | $68736.00          | $393.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498869.00         | $1110.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $170719.00         | $263.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500758.00         | $3597.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $451992.00         | $1429.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $256485.00         | $917.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $908943.00         | $5577.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $515602.00         | $2743.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $897667.00         | $29436.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $37000.00          | $577.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $75259.00          | $1747.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $219827.00         | $2384.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2157230.00        | $12647.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5898143.00        | $38041.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $666280.00         | $992.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $177656.00         | $446.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $121356.00         | $480.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $512475.00         | $18942.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $802883.00         | $6122.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1829495.00        | $20977.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2365155.00        | $13158.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1692032.00        | $23310.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $749664.00         | $2149.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $590039.00         | $8339.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4000400.00        | $30994.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.5000%  | 0.0000% | $36000.00          | $146.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $498947.00         | $1816.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1058093.00        | $3983.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 7.0000%  | 0.0000% | $30000.00          | $276.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5579654.00        | $39053.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $23000000.00       | $44124.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $5000032.00        | $37168.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $7643518.00        | $22404.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $206826.00         | $1085.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $45000.00          | $146.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1659525.00        | $7269.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $80000.00          | $570.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $987937.00         | $5872.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $22304477.00       | $77882.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.0000%  | 0.0000% | $1431863.00        | $8005.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.2500%  | 0.0000% | $30000.00          | $84.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.5000%  | 0.0000% | $50000.00          | $255.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $396988.00         | $2974.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 6.0000%  | 0.0000% | $224431.00         | $1533.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 6.5000%  | 0.0000% | $428860.00         | $1664.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $1238824.00        | $7694.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 5.5000%  | 0.0000% | $108000.00         | $1879.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $5357960.00        | $6120.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.5000%  | 0.0000% | $53000.00          | $112.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 7.5000%  | 0.0000% | $43000.00          | $300.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $2862540.00        | $896.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-01-15      | 6.0000%  | 0.0000% | $29238.00          | $519.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $66982.00          | $171.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.0000%  | 0.0000% | $2310583.00        | $14777.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 7.5000%  | 0.0000% | $71519.00          | $695.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $21764135.00       | $126137.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $22275261.00       | $39000.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $16828698.00       | $69579.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $534919.00         | $10002.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $2609212.00        | $4902.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $1156777.00        | $24853.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1325111.00        | $19846.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $10522388.00       | $125984.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $394247.00         | $975.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $340000.00         | $6491.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-06-15      | 6.5000%  | 0.0000% | $25000.00          | $1756.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 6.0000%  | 0.0000% | $190533.00         | $524.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 5.2500%  | 0.0000% | $100000.00         | $1712.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $90000.00          | $866.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $114000.00         | $1042.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-07-15      | 3.0000%  | 0.0000% | $108904.00         | $39787.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $1163.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.7500%  | 0.0000% | $1150000.00        | $16367.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $50000.00          | $169.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 5.0000%  | 0.0000% | $415000.00         | $6071.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.5000%  | 0.0000% | $24557345.00       | $243902.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $25000.00          | $15.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $3801310.00        | $145.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $275000.00         | $341.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $99648.00          | $18.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $422000.00         | $36.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.0000%  | 0.0000% | $80000.00          | $294.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.5000%  | 0.0000% | $25623.00          | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $86730.00          | $8.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $500050.00         | $3139.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2025-12-15      | 8.0000%  | 0.0000% | $1307258.00        | $135.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $25000.00          | $39.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $125871.00         | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $500000.00         | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $81142.00          | $148.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $439505.00         | $19.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $992920.00         | $755.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $932.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $1450416.00        | $1729.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 7.5000%  | 0.0000% | $3369654.00        | $170.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 6.5000%  | 0.0000% | $745535.00         | $49.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $129796.00         | $12.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $175160.00         | $28.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 7.5000%  | 0.0000% | $50000.00          | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2025-12-15      | 7.5000%  | 0.0000% | $2977494.00        | $235.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-01-15      | 8.0000%  | 0.0000% | $216949.00         | $50.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-01-15      | 8.0000%  | 0.0000% | $562000.00         | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $182203.00         | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-03-15      | 6.0000%  | 0.0000% | $79121.00          | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 6.5000%  | 0.0000% | $202274.00         | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $10057715.00       | $554.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 8.0000%  | 0.0000% | $341450.00         | $50.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $188965.00         | $662.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $505000.00         | $3189.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $350000.00         | $306.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-05-15      | 7.5000%  | 0.0000% | $39200.00          | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $1259838.00        | $156.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $737946.00         | $78.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 7.5000%  | 0.0000% | $60000.00          | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $31857.00          | $19.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $38453.00          | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $371495.00         | $18.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-03-15      | 7.5000%  | 0.0000% | $260500.00         | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $108714.00         | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $329435.00         | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 9.0000%  | 0.0000% | $1803690.00        | $242.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $1474795.00        | $1043.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.5000%  | 0.0000% | $997974.00         | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $208000.00         | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 7.5000%  | 0.0000% | $100076.00         | $19.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 7.5000%  | 0.0000% | $25000.00          | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $492894.00         | $33.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $99231.00          | $47.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-03-15      | 6.5000%  | 0.0000% | $637395.00         | $57.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $60000.00          | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 7.5000%  | 0.0000% | $80000.00          | $14.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $495000.00         | $408.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-03-15      | 6.5000%  | 0.0000% | $92433.00          | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $49800.00          | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $130000.00         | $40.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $758947.00         | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $1078320.00        | $656.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-04-15      | 6.5000%  | 0.0000% | $163692.00         | $60.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $1011503.00        | $745.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $45000.00          | $1975.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $152995.00         | $165.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.2500%  | 0.0000% | $197500.00         | $428.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $640299.00         | $28.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.0000%  | 0.0000% | $25000.00          | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $137000.00         | $78.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $280000.00         | $13.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 8.0000%  | 0.0000% | $55614.00          | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $787167.00         | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 7.5000%  | 0.0000% | $109000.00         | $36.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $44350.00          | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.5000%  | 0.0000% | $3000000.00        | $1172.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.0000%  | 0.0000% | $273307.00         | $40.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 8.0000%  | 0.0000% | $75000.00          | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-06-15      | 6.5000%  | 0.0000% | $259759.00         | $108.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $647000.00         | $950.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $7877981.00        | $2057.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.0000%  | 0.0000% | $224026.00         | $66.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $229464.00         | $96.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.0000%  | 0.0000% | $234000.00         | $114.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $919789.00         | $2376.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.0000%  | 0.0000% | $173488.00         | $142.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 7.5000%  | 0.0000% | $66308.00          | $561.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $800000.00         | $229.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $43855.00          | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $30000.00          | $45.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $218000.00         | $82.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.5000%  | 0.0000% | $876223.00         | $974.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $5000000.00        | $2269.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $31210.00          | $22.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $75000.00          | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 8.5000%  | 0.0000% | $70701.00          | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 8.0000%  | 0.0000% | $1403249.00        | $61.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $725329.00         | $83.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-10-15      | 8.0000%  | 0.0000% | $532183.00         | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $372872.00         | $153.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 7.5000%  | 0.0000% | $233000.00         | $49.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.0000%  | 0.0000% | $30000.00          | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 6.3750%  | 0.0000% | $80881.00          | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.5000%  | 0.0000% | $55302.00          | $586.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $469928.00         | $209.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 8.0000%  | 0.0000% | $50000.00          | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.0000%  | 0.0000% | $25000.00          | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $141000.00         | $50.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $8871415.00        | $2440.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $100000.00         | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.2500%  | 0.0000% | $578000.00         | $484.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $3033958.00        | $822.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $117602.00         | $22.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $28865.00          | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-01-15      | 8.5000%  | 0.0000% | $25000.00          | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 7.5000%  | 0.0000% | $913337.00         | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-11-15      | 8.0000%  | 0.0000% | $15145985.00       | $970.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 7.5000%  | 0.0000% | $150000.00         | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 8.5000%  | 0.0000% | $28557.00          | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.5000%  | 0.0000% | $524567.00         | $491.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $40322.00          | $9.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $250000.00         | $151.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $187879.00         | $232.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $74300.00          | $41.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 7.5000%  | 0.0000% | $80000.00          | $37.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 8.5000%  | 0.0000% | $228305.00         | $162.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $74415.00          | $444.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $184069.00         | $45.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.5000%  | 0.0000% | $848473.00         | $1377.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $25000.00          | $14.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $1018887.00        | $536.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-06-15      | 8.0000%  | 0.0000% | $134000.00         | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.5000%  | 0.0000% | $2041375.00        | $234.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $2137274.00        | $656.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 6.5000%  | 0.0000% | $36618.00          | $81.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 8.0000%  | 0.0000% | $1610056.00        | $716.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 7.0000%  | 0.0000% | $1000409.00        | $6369.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-07-15      | 8.0000%  | 0.0000% | $30037.00          | $158.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 7.5000%  | 0.0000% | $894705.00         | $3436.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.5000%  | 0.0000% | $55000.00          | $191.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $140000.00         | $503.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-09-15      | 7.0000%  | 0.0000% | $321000.00         | $102.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.5000%  | 0.0000% | $592737.00         | $3873.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.5000%  | 0.0000% | $53223.00          | $67.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $176088.00         | $152.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $1005702.00        | $2025.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.0000%  | 0.0000% | $60000.00          | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.5000%  | 0.0000% | $412164.00         | $74.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $29000.00          | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.2500%  | 0.0000% | $255000.00         | $3253.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 8.0000%  | 0.0000% | $160000.00         | $209.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.2500%  | 0.0000% | $70000.00          | $164.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $3119825.00        | $8281.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 7.5000%  | 0.0000% | $25000.00          | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.0000%  | 0.0000% | $538210.00         | $1572.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.5000%  | 0.0000% | $404532.00         | $3606.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 8.5000%  | 0.0000% | $982252.00         | $2300.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 8.0000%  | 0.0000% | $50164.00          | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.0000%  | 0.0000% | $154849.00         | $322.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 7.5000%  | 0.0000% | $218000.00         | $825.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $4380459.00        | $15700.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $235882.00         | $365.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $277322.00         | $612.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-01-15      | 7.0000%  | 0.0000% | $107000.00         | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $554000.00         | $537.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $1052540.00        | $36.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $84069.00          | $408.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1753170.00        | $1051.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-02-15      | 7.5000%  | 0.0000% | $100000.00         | $427.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 7.0000%  | 0.0000% | $124000.00         | $114.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $511285.00         | $1245.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $78816.00          | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $141039.00         | $37.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.7500%  | 0.0000% | $273000.00         | $1253.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.5000%  | 0.0000% | $140254.00         | $371.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $250000.00         | $346.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.7500%  | 0.0000% | $138245.00         | $867.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 7.5000%  | 0.0000% | $1230212.00        | $1748.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 8.0000%  | 0.0000% | $197000.00         | $209.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1190366.00        | $6033.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $336728.00         | $1626.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.5000%  | 0.0000% | $962000.00         | $1374.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $25779.00          | $52.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-06-15      | 7.5000%  | 0.0000% | $150000.00         | $406.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $679038.00         | $7920.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-10-15      | 4.0000%  | 0.0000% | $385400.00         | $19991.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $46.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $479035.00         | $614.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $2300000.00        | $2137.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $1250000.00        | $780.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $45402.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $300030.00         | $494.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $1999800.00        | $3621.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $2559964.00        | $1698.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $1690405.00        | $1914.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1214097.00        | $1042.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 9.0000%  | 0.0000% | $3978080.00        | $6103.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $915478.00         | $2682.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $591465.00         | $873.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1364398.00        | $5756.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $1139654.00        | $3117.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.5000%  | 0.0000% | $168000.00         | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-08-15      | 7.0000%  | 0.0000% | $82000.00          | $141.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $439108.00         | $198.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $410232.00         | $4041.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $846419.00         | $4313.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 8.0000%  | 0.0000% | $32000.00          | $233.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $499950.00         | $358.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $516365.00         | $800.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $383212.00         | $439.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $91112.00          | $1924.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 5.0000%  | 0.0000% | $25000.00          | $603.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $4603855.00        | $31440.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $5259591.00        | $168954.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $322959.00         | $22996.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $1569000.00        | $21442.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $97085.00          | $3785.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $47068.00          | $1839.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $1771236.00        | $39786.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $381219.00         | $27469.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $10699185.00       | $164060.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.5000%  | 0.0000% | $227000.00         | $14315.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1444287.00        | $43290.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $1270816.00        | $22842.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $153000.00         | $3369.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $341926.00         | $9580.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.0000%  | 0.0000% | $362038.00         | $9567.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 4.0000%  | 0.0000% | $1569.00           | $104.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-11-15      | 4.5000%  | 0.0000% | $1000000.00        | $18566.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $30000.00          | $323.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $800000.00         | $23243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.0000%  | 0.0000% | $280000.00         | $4335.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1183094.00        | $31660.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 5.0000%  | 0.0000% | $400000.00         | $23670.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $55000.00          | $5039.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.0000%  | 0.0000% | $75000.00          | $6644.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-02-15      | 3.5000%  | 0.0000% | $544070.00         | $195.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $1510000.00        | $34799.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $723000.00         | $32947.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-07-15      | 4.5000%  | 0.0000% | $27272.00          | $1661.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-05-15      | 5.0000%  | 0.0000% | $82600.00          | $5487.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $3367325.00        | $134685.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 4.5000%  | 0.0000% | $498204.00         | $38428.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $522955.00         | $12297.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1734780.00        | $42692.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $1192074.00        | $49035.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2025-12-15      | 3.5000%  | 0.0000% | $925000.00         | $60.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-01-15      | 3.0000%  | 0.0000% | $525093.00         | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 5.0000%  | 0.0000% | $185000.00         | $5812.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 4.0000%  | 0.0000% | $60282.00          | $195.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 5.0000%  | 0.0000% | $447000.00         | $6767.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 4.5000%  | 0.0000% | $723000.00         | $18832.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $2271716.00        | $26947.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 4.5000%  | 0.0000% | $540000.00         | $24941.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 4.5000%  | 0.0000% | $217827.00         | $26042.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 5.0000%  | 0.0000% | $42783.00          | $2539.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.2500%  | 0.0000% | $391120.00         | $28316.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.1250%  | 0.0000% | $4465674.00        | $143883.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $140000.00         | $4616.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-15      | 5.0000%  | 0.0000% | $558037.00         | $54442.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.5000%  | 0.0000% | $2674552.00        | $74505.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 4.7500%  | 0.0000% | $214451.00         | $46810.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 5.0000%  | 0.0000% | $303219.00         | $43575.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.7500%  | 0.0000% | $384641.00         | $45335.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-09-15      | 4.5000%  | 0.0000% | $850000.00         | $48891.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-08-15      | 4.5000%  | 0.0000% | $663513.00         | $21957.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 4.0000%  | 0.0000% | $15600.00          | $615.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 3.5000%  | 0.0000% | $66819.00          | $3798.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-04-15      | 5.0000%  | 0.0000% | $621470.00         | $74666.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $97700.00          | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $6771399.00        | $10127.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $700000.00         | $679.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 6.5000%  | 0.0000% | $663000.00         | $567.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-10-15      | 6.0000%  | 0.0000% | $58100.00          | $47.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $107000.00         | $461.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $720081.00         | $470.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $6201658.00        | $1953.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $94149.00          | $101.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $109735.00         | $195.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $160128.00         | $259.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 8.0000%  | 0.0000% | $125000.00         | $932.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $70000.00          | $159.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2051048.00        | $8615.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $200000.00         | $722.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.3750%  | 0.0000% | $180000.00         | $4767.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $4031857.00        | $3661.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1417968.00        | $508.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1405932.00        | $5830.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $326.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $642635.00         | $746.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.5000%  | 0.0000% | $231471.00         | $428.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.5000%  | 0.0000% | $50000.00          | $78.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $115000.00         | $208.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $251516.00         | $415.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.5000%  | 0.0000% | $138904.00         | $225.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $398058.00         | $3119.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $95000.00          | $191.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.0000%  | 0.0000% | $669768.00         | $2130.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $297400.00         | $1384.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $2812654.00        | $28821.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $226229.00         | $44.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $425000.00         | $7232.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $5878200.00        | $19243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $426072.00         | $494.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 7.0000%  | 0.0000% | $34797.00          | $255.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $33950.00          | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 7.0000%  | 0.0000% | $300000.00         | $700.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $3400634.00        | $15133.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $182080.00         | $235.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $1089982.00        | $1523.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 8.0000%  | 0.0000% | $25000.00          | $145.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.0000%  | 0.0000% | $25000.00          | $57.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-01-15      | 6.5000%  | 0.0000% | $75000.00          | $62.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $1105966.00        | $2123.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $150710.00         | $330.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $63804.00          | $416.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $4024635.00        | $2666.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $450000.00         | $702.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $31615.00          | $23.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $892981.00         | $7813.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $180000.00         | $334.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $25000.00          | $59.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.0000%  | 0.0000% | $32669.00          | $69.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $149556.00         | $205.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $1126011.00        | $19443.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 6.0000%  | 0.0000% | $2696177.00        | $13647.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.0000%  | 0.0000% | $5155695.00        | $17606.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $958975.00         | $4202.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $315662.00         | $2645.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $175000.00         | $258.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-15      | 6.2500%  | 0.0000% | $435000.00         | $355.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 7.5000%  | 0.0000% | $40000.00          | $121.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1200000.00        | $880.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $43104.00          | $73.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.0000%  | 0.0000% | $235235.00         | $842.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $200000.00         | $334.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 8.0000%  | 0.0000% | $653933.00         | $1279.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1982808.00        | $1323.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $3156638.00        | $4124.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $3200000.00        | $4509.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $156927.00         | $41.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $35000.00          | $53.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $70000.00          | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $299286.00         | $362.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $1967000.00        | $2251.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $207633.00         | $395.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $96000.00          | $656.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $2040595.00        | $3509.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $486000.00         | $634.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $794155.00         | $5292.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $26000.00          | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $42166.00          | $1358.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $500000.00         | $26.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $5917958.00        | $1475.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $3011871.00        | $2523.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 7.0000%  | 0.0000% | $25000.00          | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.5000%  | 0.0000% | $25000.00          | $203.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.0000%  | 0.0000% | $98572.00          | $107.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $50000.00          | $814.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 7.0000%  | 0.0000% | $150212.00         | $200.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.5000%  | 0.0000% | $233448.00         | $700.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $186664.00         | $215.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $50133.00          | $12.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $60000.00          | $157.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $50000.00          | $303.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 9.0000%  | 0.0000% | $1289907.00        | $4099.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $50068.00          | $57.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 8.0000%  | 0.0000% | $246834.00         | $1534.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.2500%  | 0.0000% | $103000.00         | $209.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.2500%  | 0.0000% | $290000.00         | $57.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $250000.00         | $142.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 5.4500%  | 0.0000% | $253067.00         | $5259.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $54000.00          | $173.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 7.5000%  | 0.0000% | $51054.00          | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 7.5000%  | 0.0000% | $75000.00          | $84.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $331791.00         | $286.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $37000.00          | $418.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $55000.00          | $1417.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $100000.00         | $66.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 8.0000%  | 0.0000% | $196690.00         | $611.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-10-15      | 8.0000%  | 0.0000% | $323637.00         | $684.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $2926368.00        | $4694.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $789396.00         | $258.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $801480.00         | $443.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.0000%  | 0.0000% | $104813.00         | $41.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-05-15      | 5.0000%  | 0.0000% | $392000.00         | $5681.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.0000%  | 0.0000% | $142799.00         | $30.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.5000%  | 0.0000% | $2557507.00        | $482.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $171912.00         | $185.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.5000%  | 0.0000% | $600291.00         | $787.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $1628776.00        | $851.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $1243831.00        | $1766.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $10000992.00       | $15326.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 5.4700%  | 0.0000% | $988043.00         | $17158.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 5.4700%  | 0.0000% | $852441.00         | $18059.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 5.4700%  | 0.0000% | $561771.00         | $22031.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $305985.00         | $4892.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 7.7500%  | 0.0000% | $386000.00         | $784.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-02-15      | 8.0000%  | 0.0000% | $343408.00         | $1296.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-01-15      | 7.5000%  | 0.0000% | $174128.00         | $1593.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-03-15      | 8.0000%  | 0.0000% | $3000000.00        | $9415.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $209668.00         | $201.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $200000.00         | $380.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.5000%  | 0.0000% | $1243479.00        | $2780.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $582401.00         | $30189.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 7.5000%  | 0.0000% | $30000.00          | $1040.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.5000%  | 0.0000% | $802103.00         | $3796.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-05-15      | 8.5000%  | 0.0000% | $1620784.00        | $1615.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $1303878.00        | $3377.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $112000.00         | $219.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $361944.00         | $1736.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-03-15      | 8.0000%  | 0.0000% | $26000.00          | $38.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $97151.00          | $146.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $180941.00         | $971.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $1035769.00        | $9470.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $173268.00         | $670.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $2696455.00        | $6838.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 9.0000%  | 0.0000% | $98716.00          | $537.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $94684.00          | $79.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 7.5000%  | 0.0000% | $81679.00          | $2605.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $506473.00         | $617.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $25000.00          | $90.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $27991.00          | $32.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $571130.00         | $311.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 8.5000%  | 0.0000% | $588153.00         | $5265.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $26982.00          | $151.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $3565062.00        | $1602.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $1461000.00        | $1865.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $55350.00          | $89.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $256000.00         | $136.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.5000%  | 0.0000% | $1706425.00        | $7789.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-08-15      | 8.0000%  | 0.0000% | $263200.00         | $1376.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $421954.00         | $4079.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $280000.00         | $2335.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $25000.00          | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $3119777.00        | $2068.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $55000.00          | $151.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10671852.00       | $2199.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $250000.00         | $249.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $56000.00          | $158.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.0000%  | 0.0000% | $391000.00         | $230.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.5000%  | 0.0000% | $3744038.00        | $14981.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $115752.00         | $402.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 8.5000%  | 0.0000% | $5999692.00        | $9329.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-10-15      | 9.0000%  | 0.0000% | $50000.00          | $440.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $935509.00         | $16549.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $900220.00         | $17863.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $175000.00         | $277.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $612304.00         | $306.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-06-15      | 5.0000%  | 0.0000% | $214000.00         | $3396.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 7.5000%  | 0.0000% | $25050.00          | $43.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $565050.00         | $1364.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.5000%  | 0.0000% | $150000.00         | $495.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $387650.00         | $2945.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $630000.00         | $1619.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 8.5000%  | 0.0000% | $128685.00         | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $250000.00         | $1085.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 8.0000%  | 0.0000% | $102819.00         | $39.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $752966.00         | $4476.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 7.0000%  | 0.0000% | $5351013.00        | $13321.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $1003986.00        | $24652.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-04-15      | 4.5000%  | 0.0000% | $768579.00         | $10918.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 7.0000%  | 0.0000% | $862732.00         | $737.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $49000.00          | $606.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 8.5000%  | 0.0000% | $25000.00          | $175.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $241000.00         | $697.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-01-15      | 7.5000%  | 0.0000% | $200696.00         | $488.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500350.00         | $2120.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $26661.00          | $262.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-02-15      | 7.5000%  | 0.0000% | $35000.00          | $291.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $111755.00         | $16839.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $624663.00         | $31290.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1100631.00        | $9870.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 8.0000%  | 0.0000% | $165000.00         | $768.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 7.0000%  | 0.0000% | $299800.00         | $540.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $673577.00         | $1595.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $80132.00          | $1379.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 6.0000%  | 0.0000% | $105633.00         | $3067.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 4.5000%  | 0.0000% | $410000.00         | $2762.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $234000.00         | $14802.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1295462.00        | $7745.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $130000.00         | $213.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $254718.00         | $270.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $2002585.00        | $4600.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $253093.00         | $679.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 6.5000%  | 0.0000% | $1507039.00        | $31512.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-08-15      | 6.5000%  | 0.0000% | $123120.00         | $2069.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $203568.00         | $671.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $4022710.00        | $30599.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $6937590.00        | $15331.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1127628.00        | $3157.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $291306.00         | $458.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $797807.00         | $2104.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $272664.00         | $1173.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $475527.00         | $7757.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 5.0000%  | 0.0000% | $1474506.00        | $15873.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-04-15      | 6.0000%  | 0.0000% | $35631.00          | $7.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $99263.00          | $3310.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1610960.00        | $14055.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 3.5000%  | 0.0000% | $86900.00          | $5607.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $563826.00         | $25904.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $782935.00         | $36274.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $52919.00          | $4521.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $14528.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $500000.00         | $27689.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $1061215.00        | $11480.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-04-15      | 6.0000%  | 0.0000% | $226530.00         | $1692.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.0000%  | 0.0000% | $173213.00         | $2050.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $338211.00         | $959.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $641399.00         | $1243.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $89128.00          | $134.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1157507.00        | $7773.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-11-15      | 8.0000%  | 0.0000% | $200000.00         | $1790.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 7.5000%  | 0.0000% | $270000.00         | $2541.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $1168128.00        | $2841.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $483550.00         | $6395.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $25000.00          | $654.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $601531.00         | $2476.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1430540.00        | $2549.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1298297.00        | $4170.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $102192.00         | $539.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $56816.00          | $347.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $6092481.00        | $45357.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $978.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $96757.00          | $395.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 6.0000%  | 0.0000% | $455041.00         | $1959.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $45000.00          | $518.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3404663.00        | $8118.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-07-15      | 6.0000%  | 0.0000% | $368097.00         | $2240.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $1803.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5000200.00        | $10225.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $494420.00         | $6856.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $5273929.00        | $24543.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4945034.00        | $23883.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $888814.00         | $1024.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.0000%  | 0.0000% | $853718.00         | $1158.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $2000000.00        | $1050.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-09-15      | 6.0000%  | 0.0000% | $385831.00         | $743.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $154947.00         | $1180.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-01-15      | 6.0000%  | 0.0000% | $242013.00         | $305.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $89066.00          | $929.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1446135.00        | $11147.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.0000%  | 0.0000% | $67391.00          | $208.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $383009.00         | $4252.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $3770436.00        | $20028.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $518408.00         | $534.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1387936.00        | $15980.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1013163.00        | $12682.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $68826.00          | $723.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1622040.00        | $9765.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-11-15      | 6.0000%  | 0.0000% | $1169462.00        | $7934.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-08-15      | 7.5000%  | 0.0000% | $273889.00         | $170.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $889433.00         | $7312.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1000100.00        | $7544.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $1839978.00        | $3780.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $2025945.00        | $15348.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.0000%  | 0.0000% | $580566.00         | $9052.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 6.0000%  | 0.0000% | $4696195.00        | $23780.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-11-15      | 8.0000%  | 0.0000% | $170030.00         | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-06-15      | 6.5000%  | 0.0000% | $163532.00         | $382.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-15      | 6.0000%  | 0.0000% | $283000.00         | $276.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 7.5000%  | 0.0000% | $90570.00          | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-05-15      | 6.5000%  | 0.0000% | $164000.00         | $82.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-15      | 6.5000%  | 0.0000% | $64000.00          | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-07-20      | 8.5000%  | 0.0000% | $1636395.00        | $667.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-08-15      | 7.5000%  | 0.0000% | $123222.00         | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-07-15      | 6.5000%  | 0.0000% | $247447.00         | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-09-15      | 7.5000%  | 0.0000% | $550000.00         | $31.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-02-15      | 6.5000%  | 0.0000% | $57221313.00       | $3071.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 9.0000%  | 0.0000% | $284444.00         | $10.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-03-15      | 7.5000%  | 0.0000% | $190000.00         | $49.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $527201.00         | $73.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-04-15      | 7.5000%  | 0.0000% | $125000.00         | $25.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $16393750.00       | $3039.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 8.5000%  | 0.0000% | $48114074.00       | $1516.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.5000%  | 0.0000% | $32830070.00       | $2057.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 8.0000%  | 0.0000% | $367039.00         | $48.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $91727272.00       | $18109.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $56041555.00       | $6400.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-10-15      | 6.5000%  | 0.0000% | $8915594.00        | $658.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-11-15      | 6.5000%  | 0.0000% | $73636415.00       | $11166.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $324000.00         | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 6.5000%  | 0.0000% | $190503732.00      | $12016.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $539518.00         | $96.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 7.5000%  | 0.0000% | $14646655.00       | $2742.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 8.0000%  | 0.0000% | $845000.00         | $53.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-03-15      | 6.5000%  | 0.0000% | $4875000.00        | $2599.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $2068470.00        | $19294.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $425000.00         | $3315.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.5000%  | 0.0000% | $102000.00         | $590.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.0000%  | 0.0000% | $7599.00           | $99.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 6.5000%  | 0.0000% | $25000.00          | $143.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $25000.00          | $245.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-15      | 6.5000%  | 0.0000% | $606000.00         | $448.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $4166000.00        | $983.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 6.0000%  | 0.0000% | $196890.00         | $266.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-12-15      | 7.5000%  | 0.0000% | $58393944.00       | $14147.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-02-15      | 7.5000%  | 0.0000% | $119071.00         | $35.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-03-20      | 8.0000%  | 0.0000% | $6600000.00        | $1200.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 7.5000%  | 0.0000% | $1560818.00        | $479.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $11750519.00       | $10231.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-04-15      | 6.5000%  | 0.0000% | $100000.00         | $84.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $376676.00         | $347.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.0000%  | 0.0000% | $1236776.00        | $2558.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 7.5000%  | 0.0000% | $551263.00         | $451.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 8.0000%  | 0.0000% | $66004.00          | $21.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-08-15      | 7.5000%  | 0.0000% | $10406761.00       | $5301.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.0000%  | 0.0000% | $567000.00         | $880.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-15      | 8.0000%  | 0.0000% | $75000.00          | $52.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-06-20      | 6.5000%  | 0.0000% | $700000.00         | $568.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.0000%  | 0.0000% | $149391.00         | $72.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 7.5000%  | 0.0000% | $1320750.00        | $839.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-04-15      | 8.5000%  | 0.0000% | $11626662.00       | $7184.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $2713374.00        | $5824.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 8.0000%  | 0.0000% | $218250.00         | $174.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-07-15      | 7.5000%  | 0.0000% | $75562.00          | $12.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-15      | 6.5000%  | 0.0000% | $13706776.00       | $13097.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-12-15      | 6.5000%  | 0.0000% | $171000.00         | $229.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2030-09-15      | 7.5000%  | 0.0000% | $760000.00         | $265.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2026-12-15      | 7.5000%  | 0.0000% | $505000.00         | $42.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $1650000.00        | $2103.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $732901.00         | $714.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-05-15      | 6.5000%  | 0.0000% | $401060.00         | $575.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-06-15      | 6.5000%  | 0.0000% | $300000.00         | $305.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $8234270.00        | $2949.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-10-15      | 6.5000%  | 0.0000% | $10476958.00       | $13020.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2031-12-15      | 7.5000%  | 0.0000% | $1487550.00        | $1269.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $549353.00         | $661.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $310000.00         | $338.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-02-15      | 7.5000%  | 0.0000% | $50000.00          | $62.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-11-20      | 7.5000%  | 0.0000% | $203000.00         | $80.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-12-15      | 6.5000%  | 0.0000% | $430000.00         | $429.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-03-15      | 7.5000%  | 0.0000% | $269000.00         | $437.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-15      | 6.5000%  | 0.0000% | $1341924.00        | $2889.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-06-15      | 7.5000%  | 0.0000% | $25000.00          | $49.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-12-15      | 6.5000%  | 0.0000% | $470167.00         | $1101.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.0000%  | 0.0000% | $139791.00         | $771.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.5000%  | 0.0000% | $433000.00         | $892.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-04-15      | 5.5000%  | 0.0000% | $738730.00         | $4083.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 6.0000%  | 0.0000% | $5815474.00        | $27431.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-11-15      | 6.5000%  | 0.0000% | $55000.00          | $768.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-03-15      | 7.0000%  | 0.0000% | $33000.00          | $227.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 3.5000%  | 0.0000% | $7000.00           | $1718.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 4.5000%  | 0.0000% | $505000.00         | $121817.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-02-15      | 6.5000%  | 0.0000% | $81420.00          | $19926.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-05-15      | 6.5000%  | 0.0000% | $81455.00          | $19229.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $76496.00          | $25386.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $2000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-10-15      | 4.5000%  | 0.0000% | $3683284.00        | $136330.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-06-20      | 3.0000%  | 0.0000% | $124000.00         | $11902.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 6.5000%  | 0.0000% | $719759.00         | $41880.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-02-20      | 5.5000%  | 0.0000% | $11110611.00       | $471599.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-10-15      | 3.0000%  | 0.0000% | $3840000.00        | $432801.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-03-20      | 3.5000%  | 0.0000% | $155000.00         | $13761.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-12-15      | 2.5000%  | 0.0000% | $404000.00         | $5345.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 4.9000%  | 0.0000% | $79960.00          | $18732.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-12-20      | 4.5000%  | 0.0000% | $408888.00         | $23663.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 5.0000%  | 0.0000% | $95000.00          | $6739.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 3.0000%  | 0.0000% | $4200000.00        | $479299.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $9310737.00        | $913222.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.0000%  | 0.0000% | $678757.00         | $83784.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-02-20      | 3.5000%  | 0.0000% | $100000.00         | $16444.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 5.5000%  | 0.0000% | $45363.00          | $7711.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-15      | 6.0000%  | 0.0000% | $125204.00         | $26856.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-05-15      | 6.5000%  | 0.0000% | $326500.00         | $10705.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-02-15      | 5.5000%  | 0.0000% | $8592.00           | $1775.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-08-15      | 5.0000%  | 0.0000% | $94000.00          | $17904.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 4.0000%  | 0.0000% | $175000.00         | $35313.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 4.0000%  | 0.0000% | $100000.00         | $22723.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-06-15      | 3.5000%  | 0.0000% | $6000.00           | $1434.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-07-20      | 4.0000%  | 0.0000% | $33574.00          | $373.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-03-15      | 5.0000%  | 0.0000% | $687617.00         | $48239.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-01-15      | 4.5000%  | 0.0000% | $128000.00         | $35149.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 7.0000%  | 0.0000% | $26314.00          | $5859.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $24565.00          | $5308.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-15      | 4.0000%  | 0.0000% | $26261.00          | $2365.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $1063.00           | $369.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 6.5000%  | 0.0000% | $68060.00          | $12519.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-05-15      | 6.5000%  | 0.0000% | $90164.00          | $9703.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4536608.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 5.0000%  | 0.0000% | $250000.00         | $37965.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 5.0000%  | 0.0000% | $4000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.5000%  | 0.0000% | $210000.00         | $42061.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.0000%  | 0.0000% | $5000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-09-20      | 2.5000%  | 0.0000% | $6791609.00        | $2956093.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-11-20      | 2.5000%  | 0.0000% | $4551.00           | $2557.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.0000%  | 0.0000% | $7250.00           | $1661.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-15      | 5.5000%  | 0.0000% | $2509.00           | $941.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-03-15      | 5.0000%  | 0.0000% | $2905014.00        | $1459164.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-10-20      | 3.5000%  | 0.0000% | $20246.00          | $7518.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-15      | 5.0000%  | 0.0000% | $57912.00          | $23506.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 4.5000%  | 0.0000% | $4050000.00        | $2930083.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $15446.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $527728.00         | $316188.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-06-20      | 2.5000%  | 0.0000% | $300000.00         | $180240.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-12-20      | 3.5000%  | 0.0000% | $51736.00          | $25676.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $4198.00           | $2522.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-15      | 2.5000%  | 0.0000% | $1709.00           | $1137.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-15      | 4.5000%  | 0.0000% | $5497092.00        | $3208843.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-15      | 5.0000%  | 0.0000% | $4000.00           | $2387.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-06-15      | 5.0000%  | 0.0000% | $7759.00           | $4615.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-06-20      | 5.0000%  | 0.0000% | $215534.00         | $107199.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $2380.00           | $1648.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.0000%  | 0.0000% | $1100000.00        | $720711.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $48951.00          | $31432.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $99000.00          | $63455.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $11606135.00       | $8467717.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-15      | 4.5000%  | 0.0000% | $2437647.00        | $1906628.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $45000.00          | $34881.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.0000%  | 0.0000% | $57526.00          | $45145.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 2.5000%  | 0.0000% | $458470.00         | $308570.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $65000.00          | $49313.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $8534307.00        | $6958065.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-04-15      | 3.0000%  | 0.0000% | $2928.00           | $2245.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-01-20      | 5.0000%  | 0.0000% | $743960.00         | $565567.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 4.5000%  | 0.0000% | $6860.00           | $5157.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $300000.00         | $228017.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.5000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 5.0000%  | 0.0000% | $3900000.00        | $3211835.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-15      | 5.0000%  | 0.0000% | $340669.00         | $267717.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $159665.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 5.0000%  | 0.0000% | $100000.00         | $78498.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $3491.00           | $2334.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $14716158.00       | $10028129.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $9421.00           | $6868.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2519002.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-07-20      | 5.5000%  | 0.0000% | $3484000.00        | $2859682.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 5.5000%  | 0.0000% | $50000.00          | $42729.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $4000.00           | $2677.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 4.5000%  | 0.0000% | $21188172.00       | $17399225.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $311189.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $358242.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 6.5000%  | 0.0000% | $55085383.00       | $29800861.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $60093.00          | $45679.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 7.0000%  | 0.0000% | $80047393.00       | $51333485.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.5000%  | 0.0000% | $50000.00          | $49827.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 7.5000%  | 0.0000% | $30764895.00       | $33200244.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 5.5000%  | 0.0000% | $3076314.00        | $3134943.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-10-20      | 6.0000%  | 0.0000% | $34046193.00       | $32856790.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $10357.00          | $7937.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.0000%  | 0.0000% | $30472910.00       | $26726498.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 6.5000%  | 0.0000% | $50008.00          | $38301.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.0000%  | 0.0000% | $25343686.00       | $21257362.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.5000%  | 0.0000% | $1465000.00        | $1097590.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 3.5000%  | 0.0000% | $1160000.00        | $932242.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $831.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-08-20      | 7.0000%  | 0.0000% | $28047454.00       | $24711559.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-06-20      | 4.0000%  | 0.0000% | $4446284.00        | $3745009.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 6.0000%  | 0.0000% | $9793091.00        | $8656413.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.5000%  | 0.0000% | $9296177.00        | $7753109.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $5231825.00        | $5067753.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $42468983.00       | $31734717.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $16777392.00       | $12154886.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.0000%  | 0.0000% | $18250572.00       | $14003194.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 3.0000%  | 0.0000% | $33169835.00       | $27762107.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-12-20      | 6.5000%  | 0.0000% | $5287783.00        | $4340448.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 6.0000%  | 0.0000% | $26419046.00       | $25913752.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.5000%  | 0.0000% | $58924038.00       | $47824943.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 7.5000%  | 0.0000% | $6267533.00        | $5190805.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.0000%  | 0.0000% | $50009658.00       | $38277612.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $16275371.00       | $12790746.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.0000%  | 0.0000% | $10760870.00       | $8903194.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $50468372.00       | $42332141.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $50194093.00       | $50491166.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 5.5000%  | 0.0000% | $56378316.00       | $56531226.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $28011187.00       | $29278015.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $50242915.00       | $50505288.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $123704325.00      | $123859821.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $128320883.00      | $133733843.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $58341974.00       | $58415310.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 7.0000%  | 0.0000% | $138399892.00      | $145901720.00      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 5.0000%  | 0.0000% | $79310831.00       | $79410525.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-11-15      | 3.5000%  | 0.0000% | $115982.00         | $6676.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-15      | 3.5000%  | 0.0000% | $120000.00         | $6076.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $3902500.00        | $117994.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $325000.00         | $5044.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $875000.00         | $14002.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.5000%  | 0.0000% | $1861000.00        | $18203.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-03-15      | 6.0000%  | 0.0000% | $133125.00         | $1006.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-11-20      | 6.0000%  | 0.0000% | $2048.00           | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 4.5000%  | 0.0000% | $1369.00           | $24.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-15      | 6.5000%  | 0.0000% | $109057.00         | $1080.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-09-15      | 6.0000%  | 0.0000% | $28905.00          | $546.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.0000%  | 0.0000% | $1944000.00        | $26605.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 6.0000%  | 0.0000% | $206000.00         | $3837.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.5000%  | 0.0000% | $722641.00         | $5235.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-11-15      | 6.0000%  | 0.0000% | $1717736.00        | $23284.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $155000.00         | $1434.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $571694.00         | $5161.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-07-15      | 6.5000%  | 0.0000% | $1887114.00        | $46596.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 5.0000%  | 0.0000% | $51000.00          | $1113.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $339000.00         | $2454.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $1236507.00        | $2385.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.0000%  | 0.0000% | $1064685.00        | $15096.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1516236.00        | $18158.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-03-15      | 3.5000%  | 0.0000% | $478157.00         | $27437.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 6.5000%  | 0.0000% | $355000.00         | $15621.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-05-15      | 3.0000%  | 0.0000% | $55000.00          | $551.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 4.5000%  | 0.0000% | $5000.00           | $244.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.0000%  | 0.0000% | $1451713.00        | $29306.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 6.0000%  | 0.0000% | $25000.00          | $206.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-20      | 5.5000%  | 0.0000% | $1947515.00        | $9791.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-11-15      | 6.0000%  | 0.0000% | $65840.00          | $2665.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-15      | 5.0000%  | 0.0000% | $653822.00         | $26200.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-07-20      | 6.0000%  | 0.0000% | $700000.00         | $6250.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-06-20      | 5.5000%  | 0.0000% | $786630.00         | $10969.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-12-20      | 6.0000%  | 0.0000% | $2140970.00        | $46217.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-06-20      | 6.0000%  | 0.0000% | $1325000.00        | $44536.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-20      | 6.0000%  | 0.0000% | $1172700.00        | $27631.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $1919304.00        | $23360.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-05-15      | 5.2500%  | 0.0000% | $1069577.00        | $27571.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 5.2500%  | 0.0000% | $142000.00         | $6210.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 5.0000%  | 0.0000% | $257000.00         | $2611.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-07-15      | 4.5000%  | 0.0000% | $25000.00          | $208.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $175000.00         | $2088.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $25457.00          | $289.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $1659572.00        | $22495.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $50070.00          | $975.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.5000%  | 0.0000% | $165730.00         | $2607.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 4.5000%  | 0.0000% | $48000.00          | $361.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $1000000.00        | $13828.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-15      | 5.5000%  | 0.0000% | $390268.00         | $7695.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-04-15      | 6.0000%  | 0.0000% | $50000.00          | $2105.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.0000%  | 0.0000% | $96602.00          | $1002.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $109240.00         | $670.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $108000.00         | $4127.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $454000.00         | $6147.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-05-15      | 4.5000%  | 0.0000% | $25000.00          | $237.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-01-15      | 6.0000%  | 0.0000% | $507428.00         | $13942.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-08-15      | 4.7500%  | 0.0000% | $196000.00         | $3513.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.0000%  | 0.0000% | $6475903.00        | $35234.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $67405.00          | $1300.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-10-15      | 7.0000%  | 0.0000% | $47725.00          | $2424.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-08-15      | 6.5000%  | 0.0000% | $80200.00          | $2147.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $27611.00          | $995.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-09-15      | 6.0000%  | 0.0000% | $924735.00         | $10819.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $95965.00          | $793.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $125000.00         | $1364.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $250977.00         | $3462.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-10-15      | 4.5000%  | 0.0000% | $100000.00         | $1555.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-11-15      | 5.0000%  | 0.0000% | $324000.00         | $3940.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 5.0000%  | 0.0000% | $137000.00         | $1088.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2033-12-15      | 6.0000%  | 0.0000% | $25411.00          | $332.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 5.5000%  | 0.0000% | $111000.00         | $770.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-01-15      | 6.0000%  | 0.0000% | $107100.00         | $4757.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-15      | 3.0000%  | 0.0000% | $38000.00          | $14886.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-15      | 4.5000%  | 0.0000% | $31790.00          | $10683.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $48282.00          | $444.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $26940.00          | $2045.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-07-15      | 6.0000%  | 0.0000% | $76030.00          | $1785.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $76899.00          | $2569.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 6.0000%  | 0.0000% | $155000.00         | $7410.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-04-15      | 6.0000%  | 0.0000% | $25000.00          | $2288.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-09-15      | 4.5000%  | 0.0000% | $25000.00          | $592.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-15      | 6.0000%  | 0.0000% | $180000.00         | $7925.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-12-15      | 6.0000%  | 0.0000% | $85000.00          | $1234.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 6.5000%  | 0.0000% | $24080.00          | $1692.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2027-08-15      | 6.2300%  | 0.0000% | $250000.00         | $2702.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-09-15      | 5.7000%  | 0.0000% | $2995000.00        | $5773.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 8.0000%  | 0.0000% | $50000.00          | $3144.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 6.0000%  | 0.0000% | $174011.00         | $4585.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 6.0000%  | 0.0000% | $25324.00          | $474.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-10-15      | 5.5000%  | 0.0000% | $284457.00         | $3879.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-07-15      | 6.0900%  | 0.0000% | $40000.00          | $906.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $146000.00         | $1016.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $142221.00         | $2330.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $114708.00         | $1570.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $55177.00          | $925.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-01-15      | 6.0000%  | 0.0000% | $112571.00         | $953.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-12-15      | 6.0000%  | 0.0000% | $27318.00          | $380.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $539468.00         | $2630.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-04-15      | 6.0000%  | 0.0000% | $500000.00         | $16256.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-06-15      | 6.0000%  | 0.0000% | $1000000.00        | $7081.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-02-15      | 6.0000%  | 0.0000% | $48823.00          | $2153.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-03-15      | 6.0000%  | 0.0000% | $158626.00         | $2365.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $2050893.00        | $30856.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-05-15      | 6.5000%  | 0.0000% | $25000.00          | $1684.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.5000%  | 0.0000% | $31584.00          | $621.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-07-15      | 6.0000%  | 0.0000% | $1062707.00        | $5478.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-12-15      | 5.5000%  | 0.0000% | $11397736.00       | $63874.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-15      | 7.0000%  | 0.0000% | $26205.00          | $619.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.0000%  | 0.0000% | $47675.00          | $3117.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-01-15      | 6.0000%  | 0.0000% | $771393.00         | $17494.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-09-15      | 7.5000%  | 0.0000% | $25000.00          | $256.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $935307.00         | $79368.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 7.5000%  | 0.0000% | $1100000.00        | $4864.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $5000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-15      | 6.0000%  | 0.0000% | $161277.00         | $1175.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-07-15      | 6.0000%  | 0.0000% | $100000.00         | $638.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $5200000.00        | $24868.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-08-15      | 6.0000%  | 0.0000% | $215000.00         | $3261.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.0000%  | 0.0000% | $763342.00         | $7020.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $42882.00          | $92.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-12-15      | 6.5000%  | 0.0000% | $325000.00         | $5258.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-02-15      | 5.0000%  | 0.0000% | $7000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.5000%  | 0.0000% | $392000.00         | $31199.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $297255.00         | $1982.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $182773.00         | $14098.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-11-15      | 6.0000%  | 0.0000% | $99243.00          | $1198.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $6675000.00        | $43412.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 6.5000%  | 0.0000% | $44976.00          | $143.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 6.5000%  | 0.0000% | $3364459.00        | $29246.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-03-15      | 5.0000%  | 0.0000% | $111833.00         | $528.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 5.5000%  | 0.0000% | $3934698.00        | $15543.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $123000.00         | $8138.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 5.5000%  | 0.0000% | $7727745.00        | $34336.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.0000%  | 0.0000% | $1061487.00        | $4558.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-01-15      | 6.5000%  | 0.0000% | $50000.00          | $100.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-03-15      | 4.5000%  | 0.0000% | $146000.00         | $6981.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-04-15      | 5.0000%  | 0.0000% | $233000.00         | $5360.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-15      | 3.5000%  | 0.0000% | $319000.00         | $39501.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-05-15      | 5.0000%  | 0.0000% | $17000.00          | $254.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 6.0000%  | 0.0000% | $25000.00          | $299.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.5000%  | 0.0000% | $370930.00         | $9325.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.0000%  | 0.0000% | $1082869.00        | $3082.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $302000.00         | $2957.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-06-15      | 5.0000%  | 0.0000% | $88000.00          | $597.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $137000.00         | $2388.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-07-15      | 6.0000%  | 0.0000% | $1103839.00        | $6680.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-15      | 6.0000%  | 0.0000% | $552483.00         | $4239.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $2536905.00        | $26233.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.0000%  | 0.0000% | $1493000.00        | $5265.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 5.5000%  | 0.0000% | $1751430.00        | $7714.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 4.5000%  | 0.0000% | $201356.00         | $3816.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $1859258.00        | $11556.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.5000%  | 0.0000% | $8770562.00        | $15607.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $1375755.00        | $14635.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.0000%  | 0.0000% | $150000.00         | $897.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $1644334.00        | $11689.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $1107263.00        | $19787.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $461000.00         | $4493.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 5.5000%  | 0.0000% | $30000.00          | $309.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-09-15      | 6.5000%  | 0.0000% | $45000.00          | $123.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-12-15      | 6.5000%  | 0.0000% | $26000.00          | $861.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $780711.00         | $1198.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $32000.00          | $54.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-15      | 6.0000%  | 0.0000% | $146000.00         | $2771.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $258000.00         | $8587.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-11-15      | 6.0000%  | 0.0000% | $609153.00         | $9100.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $30000.00          | $1727.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-07-15      | 5.0000%  | 0.0000% | $30000.00          | $1003.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.5000%  | 0.0000% | $309000.00         | $6535.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $8775000.00        | $89186.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-03-15      | 4.5000%  | 0.0000% | $700000.00         | $8457.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-04-15      | 5.0000%  | 0.0000% | $678000.00         | $9517.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-12-15      | 4.5000%  | 0.0000% | $35129.00          | $839.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $1066261.00        | $14200.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 5.5000%  | 0.0000% | $85000.00          | $2007.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-02-15      | 6.5000%  | 0.0000% | $437000.00         | $12740.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-15      | 5.0000%  | 0.0000% | $2683000.00        | $22839.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 4.5000%  | 0.0000% | $127071.00         | $11964.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2040-01-15      | 4.5000%  | 0.0000% | $375000.00         | $28243.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-15      | 5.0000%  | 0.0000% | $476243.00         | $7768.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 4.5000%  | 0.0000% | $920000.00         | $18725.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-10-15      | 5.5000%  | 0.0000% | $1773600.00        | $44696.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $55000.00          | $991.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-08-15      | 5.0000%  | 0.0000% | $7938100.00        | $234819.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $223643.00         | $3081.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $41530.00          | $276.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-15      | 5.0000%  | 0.0000% | $175000.00         | $10295.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-15      | 5.0000%  | 0.0000% | $880000.00         | $17040.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-06-15      | 4.5000%  | 0.0000% | $25000.00          | $1760.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $90918700.00       | $81661218.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1028.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1478639300.00     | $1485203233.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |

### Security 303: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.060001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05BF70, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR05BF707791562JP
- **C.18 - Value (incl. sponsor support):** $4931996054.40
- **C.18.a - Value (excl. sponsor support):** $4931996054.40
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-15      | 0.0000%  | 0.0000% | $650000.00         | $404284.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $22954653.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2042-06-30      | 5.0000%  | 0.0000% | $8650000.00        | $8564794.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2045-04-10      | 5.8700%  | 0.0000% | $1400000.00        | $1411811.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-03-01      | 5.0000%  | 0.0000% | $7630000.00        | $4509598.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $32523328.00       | $29612181.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12965676.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $9018406.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3762479.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-07-23      | 1.6500%  | 0.0000% | $10000000.00       | $7933212.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1895365.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1370178.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $13438319.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $5000000.00        | $4263163.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-01-11      | 2.6900%  | 0.0000% | $18037000.00       | $15712282.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3737054.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 5.0000%  | 0.0000% | $2267952.00        | $2267121.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $1965000.00        | $1160464.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-04-01      | 2.5000%  | 0.0000% | $312000.00         | $25883.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $13288448.00       | $13551506.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%  | 0.0000% | $1760000.00        | $179658.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-02-01      | 3.0000%  | 0.0000% | $45000.00          | $7124.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $128458496.00      | $128889636.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $143678464.00      | $137601001.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-12-01      | 6.0000%  | 0.0000% | $97217536.00       | $100072621.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $513780.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4434810.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $78821.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $595233.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $86837.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $129719.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 2.0000%  | 0.0000% | $254033920.00      | $128275980.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $229223.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.0000%  | 0.0000% | $7281568.00        | $3558890.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 2.0000%  | 0.0000% | $421288960.00      | $270816620.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 2.0000%  | 0.0000% | $34315712.00       | $17620725.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.0000%  | 0.0000% | $2076618752.00     | $1167240748.00     | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-08-20      | 3.0000%  | 0.0000% | $36524608.00       | $20730070.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $1382178816.00     | $819522825.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-01-20      | 1.5000%  | 0.0000% | $28344.00          | $14157.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-20      | 4.5000%  | 0.0000% | $64869.00          | $42168.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 6.5000%  | 0.0000% | $36495.00          | $24326.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 4.0000%  | 0.0000% | $2494188.00        | $1973699.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-20      | 5.0000%  | 0.0000% | $67124.00          | $34422.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-08-20      | 3.5000%  | 0.0000% | $2982500.00        | $2114376.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-10-20      | 6.0000%  | 0.0000% | $1680000.00        | $1074102.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 2.0000%  | 0.0000% | $592926.00         | $298513.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $211009.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-01-20      | 4.0000%  | 0.0000% | $2170336.00        | $1788857.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 7.0000%  | 0.0000% | $231110400.00      | $94395367.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35313.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72544.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $208130.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $22343.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $79717.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $212362.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 3.0000%  | 0.0000% | $72000.00          | $43843.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1007519.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $702423.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-15      | 4.0000%  | 0.0000% | $31678.00          | $23287.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1712205.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-15      | 5.0000%  | 0.0000% | $72973.00          | $47690.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.0000%  | 0.0000% | $1916172.00        | $1783248.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-03-20      | 2.5000%  | 0.0000% | $2661324.00        | $355996.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $76456.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $2122187.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6192415.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1546308.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 8.0000%  | 0.0000% | $954835.00         | $1028390.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 6.0000%  | 0.0000% | $8994064.00        | $6984054.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3519253.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 7.0000%  | 0.0000% | $10060160.00       | $10232821.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1366274.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-12-20      | 7.0000%  | 0.0000% | $1616018.00        | $1707318.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $1994989.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 5.5000%  | 0.0000% | $582519.00         | $582140.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 6.5000%  | 0.0000% | $6745088.00        | $6992114.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 5.5000%  | 0.0000% | $1618352.00        | $1632068.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $7786070.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 5.5000%  | 0.0000% | $1132684.00        | $1029549.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $841838.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $21005632.00       | $22230658.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3240389.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.0000%  | 0.0000% | $1658870.00        | $1728167.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.0000%  | 0.0000% | $1065806.00        | $1071858.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $2358024.00        | $2449860.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $2610976.00        | $2727723.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $4691200.00        | $4664622.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $1004766.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.0000%  | 0.0000% | $7054392.00        | $7117381.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3684751.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $6480528.00        | $6704910.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $11638256.00       | $12095143.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1805578.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 7.0000%  | 0.0000% | $1000518.00        | $1047620.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $886266.00         | $932818.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $4603400.00        | $4756204.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1301948.00        | $1374870.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 4.5000%  | 0.0000% | $11183584.00       | $10907148.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $2496476.00        | $2597511.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $66771456.00       | $66767383.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2340670.00        | $2473154.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $3170232.00        | $3245509.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $1048780.00        | $1096673.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $618617856.00      | $498460523.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 3.0000%  | 0.0000% | $2834768.00        | $2460642.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $56137.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 6.5000%  | 0.0000% | $312924160.00      | $318481971.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $472977408.00      | $475584934.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $271779840.00      | $279076585.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26304224.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1361720.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1943413.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $1061270.00        | $1076791.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $1400636.00        | $1455018.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $2084559.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $5101896.00        | $5213643.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1161832.00        | $1215962.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1222320.00        | $1267106.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $5166816.00        | $5485707.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $5815152.00        | $5859987.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $35004480.00       | $35185488.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $780559.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $4000000.00        | $801453.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $124908.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-08-15      | 6.5000%  | 0.0000% | $1057253.00        | $21743.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2043063.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $331974.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16410116.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $400000.00         | $231509.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $188921.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $128191.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $51138496.00       | $51629646.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $65913120.00       | $67004249.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26513.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $19922.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $59594.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6126.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $746284.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2055-02-01      | 5.2500%  | 0.0000% | $2642000.00        | $2719386.00        | Agency Debentures and Agency Strips |

### Security 304: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.100000%
- **C.6 - Investment 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):** $1974999605.00
- **C.18.a - Value (excl. sponsor support):** $1974999605.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-08-26      | 0.9000%  | 0.0000% | $4220000.00        | $4141466.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-04      | 0.0000%  | 0.0000% | $16959000.00       | $16789071.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-19      | 0.9000%  | 0.0000% | $25000000.00       | $23898350.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%  | 0.0000% | $6026000.00        | $4816011.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-07-15      | 1.6000%  | 0.0000% | $15000000.00       | $13730417.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-28      | 1.3700%  | 0.0000% | $50000000.00       | $49095617.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $6831000.00        | $5836622.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-26      | 1.7800%  | 0.0000% | $50000000.00       | $49228611.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $17890620.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $48783708.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-05-08      | 4.5500%  | 0.0000% | $25000000.00       | $24997694.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-24      | 3.9400%  | 0.0000% | $6000.00           | $6045.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-12-19      | 4.2500%  | 0.0000% | $5584000.00        | $5689598.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-10-16      | 3.8400%  | 0.0000% | $16360000.00       | $16422904.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-11-20      | 4.0700%  | 0.0000% | $150757000.00      | $150733549.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-16      | 4.0000%  | 0.0000% | $35000000.00       | $35231350.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-11-24      | 3.8700%  | 0.0000% | $167750000.00      | $167717121.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-02-26      | 3.8400%  | 0.0000% | $19085000.00       | $19086209.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-27      | 0.8000%  | 0.0000% | $16177000.00       | $15765763.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-13      | 0.9000%  | 0.0000% | $10000000.00       | $9526050.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-11      | 4.5500%  | 0.0000% | $1645000.00        | $1666983.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-09-26      | 4.3750%  | 0.0000% | $55005000.00       | $55368843.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-12-18      | 0.8750%  | 0.0000% | $30000000.00       | $29237367.00       | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-15      | 3.0000%  | 0.0000% | $485983.00         | $63058.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-08-15      | 3.0000%  | 0.0000% | $232966.00         | $101638.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 2.5000%  | 0.0000% | $197990.00         | $27482.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-10-20      | 4.0000%  | 0.0000% | $3977588.00        | $259625.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-12-20      | 3.0000%  | 0.0000% | $179999.00         | $14445.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 3.5000%  | 0.0000% | $25072.00          | $3003.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 3.5000%  | 0.0000% | $39999.00          | $4761.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 4.0000%  | 0.0000% | $2931000.00        | $351428.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-10-20      | 2.0000%  | 0.0000% | $1103378.00        | $107470.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.5000%  | 0.0000% | $43219800.00       | $30171120.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 2.0000%  | 0.0000% | $2177192.00        | $1399561.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.0000%  | 0.0000% | $73084288.00       | $41079740.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 3.0000%  | 0.0000% | $2274704.00        | $1413704.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 4.5000%  | 0.0000% | $6000000.00        | $5022276.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 5.5000%  | 0.0000% | $1426684.00        | $877311.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-07-20      | 5.5000%  | 0.0000% | $4430736.00        | $2673201.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 3.5000%  | 0.0000% | $541000.00         | $379164.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.5000%  | 0.0000% | $7000000.00        | $5244927.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 5.0000%  | 0.0000% | $69181824.00       | $53352967.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-07-20      | 4.5000%  | 0.0000% | $59994.00          | $56671.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-08-20      | 6.5000%  | 0.0000% | $617790.00         | $348789.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-07-20      | 6.5000%  | 0.0000% | $267121000.00      | $119741861.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 3.5000%  | 0.0000% | $5630480.00        | $3871221.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-11-20      | 4.5000%  | 0.0000% | $3662.00           | $3309.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 3.5000%  | 0.0000% | $119665.00         | $93760.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 5.0000%  | 0.0000% | $299995.00         | $270470.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 6.5000%  | 0.0000% | $10321248.00       | $5158276.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-06-20      | 5.5000%  | 0.0000% | $1260008.00        | $1076986.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 3.5000%  | 0.0000% | $39088.00          | $9136.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.0000%  | 0.0000% | $139201.00         | $70626.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-15      | 3.5000%  | 0.0000% | $4599136.00        | $473309.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-15      | 3.0000%  | 0.0000% | $700000.00         | $300730.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-15      | 3.0000%  | 0.0000% | $12186880.00       | $1810979.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-20      | 4.0000%  | 0.0000% | $1109950.00        | $634873.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-03-15      | 4.0000%  | 0.0000% | $1090616.00        | $107931.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-15      | 4.0000%  | 0.0000% | $449310.00         | $330299.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.0000%  | 0.0000% | $10765472.00       | $10018677.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-10-20      | 6.5000%  | 0.0000% | $522698.00         | $303725.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-07-20      | 4.2500%  | 0.0000% | $1000000.00        | $309867.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-20      | 3.0000%  | 0.0000% | $1122886.00        | $533297.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 6.5000%  | 0.0000% | $1015544.00        | $624784.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 6.0000%  | 0.0000% | $844184.00         | $710218.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 5.5000%  | 0.0000% | $4288424.00        | $4315260.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $119033.00         | $124237.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1313186.00        | $1373617.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $111548.00         | $116057.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $128331.00         | $134834.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1226436.00        | $1281488.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $289006.00         | $301471.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $5777590.00        | $5957196.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $1997162.00        | $2025343.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $3497512.00        | $3594357.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $2747372.00        | $2788052.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1219994.00        | $1240336.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1870964.00        | $1954355.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $1194290.00        | $1218290.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $5255000.00        | $5293903.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $1447010.00        | $1510672.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $556488.00         | $573974.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $11345392.00       | $11562509.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1821712.00        | $1904770.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $10253100.00       | $10572713.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $8681984.00        | $8765620.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $480252.00         | $498074.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 5.5000%  | 0.0000% | $12642976.00       | $12883556.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1209908.00        | $1264035.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2989190.00        | $3131026.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2382752.00        | $2491395.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $2771708.00        | $2913296.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1055260.00        | $1102414.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.5000%  | 0.0000% | $3246752.00        | $3389638.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $2838424.00        | $2895794.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1525140.00        | $1602670.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $1630320.00        | $1708913.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $4697976.00        | $4798001.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $28809920.00       | $29074469.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $2673100.00        | $2795381.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $34480128.00       | $35625074.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $10140720.00       | $10415239.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $5029288.00        | $5323478.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $5526744.00        | $5769805.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1740272.00        | $1819930.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $4500184.00        | $4649827.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1437082.00        | $1501784.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $2112456.00        | $2165265.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $5712120.00        | $5757046.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $5096.00           | $5133.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1142746.00        | $1195049.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $30029088.00       | $30668407.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1648644.00        | $1725443.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $454672.00         | $467506.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $1688360.00        | $1722557.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.0000%  | 0.0000% | $710918.00         | $736078.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $69060480.00       | $69692522.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 5.5000%  | 0.0000% | $3705828.00        | $3709541.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $6213216.00        | $6189885.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-11-20      | 6.5000%  | 0.0000% | $633690.00         | $405929.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-05-20      | 7.0000%  | 0.0000% | $9528.00           | $9534.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 7.5000%  | 0.0000% | $201078.00         | $204764.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 3.0000%  | 0.0000% | $337325.00         | $299273.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 3.0000%  | 0.0000% | $5791840.00        | $5235868.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $227805184.00      | $228754676.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $65756.00          | $66816.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.5000%  | 0.0000% | $82726.00          | $86432.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 5.5000%  | 0.0000% | $10128.00          | $10328.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 6.5000%  | 0.0000% | $1263796.00        | $1321544.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $1346340.00        | $1375004.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $2160452.00        | $2174782.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $5186400.00        | $5296818.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $5667104.00        | $5739518.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $2957610.00        | $2987405.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $1037928.00        | $1075639.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $7588968.00        | $7897186.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $1781972.00        | $1876678.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.5000%  | 0.0000% | $5219528.00        | $5460289.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.5000%  | 0.0000% | $6621024.00        | $6776863.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $5000.00           | $1337.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 4.5000%  | 0.0000% | $2209968.00        | $170138.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 4.5000%  | 0.0000% | $98885.00          | $29378.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-04-15      | 5.5000%  | 0.0000% | $2313876.00        | $23046.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-05-15      | 5.5000%  | 0.0000% | $28204832.00       | $196800.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-02-20      | 7.0000%  | 0.0000% | $2654187.00        | $2311.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-15      | 7.0000%  | 0.0000% | $753664.00         | $176.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-15      | 5.0000%  | 0.0000% | $4283872.00        | $209450.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 3.0000%  | 0.0000% | $1661644.00        | $1222204.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $35426944.00       | $35328172.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 3.5000%  | 0.0000% | $32431360.00       | $29886508.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 5.5000%  | 0.0000% | $102192480.00      | $103637792.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $181836288.00      | $183057501.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-11-20      | 4.0000%  | 0.0000% | $299999000.00      | $14541257.00       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $18000.00          | $18008.00          | Agency Debentures and Agency Strips |

### Security 305: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.050000%
- **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):** $290431810.00
- **C.18.a - Value (excl. sponsor support):** $290431810.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $352000.00         | $353637.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $7300.00           | $6930.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $100.00            | $45.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $119200.00         | $62616.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $100.00            | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $21600.00          | $15804.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $255200.00         | $198021.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $81200.00          | $61570.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $46700.00          | $28490.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $166300.00         | $85170.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $28900.00          | $15691.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $445800.00         | $317494.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $128.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $64500.00          | $46533.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $497200.00         | $371358.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $6623400.00        | $5590514.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $6900.00           | $6094.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $6200.00           | $6215.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $725200.00         | $728451.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1061200.00        | $1114525.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $20000.00          | $15217.00          | 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 | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $45379200.00       | $43499990.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $88.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $37115000.00       | $35084766.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $27631100.00       | $26337841.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $2445800.00        | $2377689.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $42585300.00       | $43485422.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $21097800.00       | $21473106.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $42304200.00       | $43492190.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $18369000.00       | $18810478.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $42140000.00       | $43451019.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $8296600.00        | $8560709.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $274.00            | $216.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $253.00            | $195.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $80.00             | $59.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $71566.00          | $50185.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $112.00            | $77.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $185320.00         | $120482.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $59.00             | $36.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $205.00            | $156.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 0.0000%  | 0.0000% | $12.00             | $9.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $25940.00          | $18868.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $35.00             | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $22.00             | $22.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $176.00            | $116.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $18339.00          | $10867.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $107.00            | $61.00             | U.S. Treasuries (including strips) |

### Security 306: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C1D3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05C1D3779156EBA
- **C.18 - Value (incl. sponsor support):** $832001497.60
- **C.18.a - Value (excl. sponsor support):** $832001497.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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? 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 | 2031-03-31      | 4.1250%  | 0.0000% | $146038900.00      | $150447395.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $647468600.00      | $672490897.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $25697900.00       | $26363260.00       | U.S. Treasuries (including strips) |

### Security 307: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.050000%
- **C.6 - Investment 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: TPR05C2B6779156ACG
- **C.18 - Value (incl. sponsor support):** $2469996789.00
- **C.18.a - Value (excl. sponsor support):** $2469996789.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 2.5000%  | 0.0000% | $637956975.00      | $364036452.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $307359965.00      | $174646262.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $128109213.00      | $74586735.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $12642821.00       | $7055692.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.0000%  | 0.0000% | $34427642.00       | $20056745.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $553747234.00      | $328328355.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 3.0000%  | 0.0000% | $147000.00         | $83746.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 1.5000%  | 0.0000% | $3877696.00        | $2287636.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $20674268.00       | $12567653.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $1450000.00        | $853133.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $220000.00         | $86180.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.5000%  | 0.0000% | $200000.00         | $67276.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $141869807.00      | $87080425.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $49594333.00       | $30376833.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.5000%  | 0.0000% | $973682.00         | $630773.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $20110446.00       | $12117960.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $870000.00         | $563832.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 5.0000%  | 0.0000% | $311000.00         | $158960.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.0000%  | 0.0000% | $282469294.00      | $172402316.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $160498342.00      | $100070282.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.0000%  | 0.0000% | $130572871.00      | $81149644.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.0000%  | 0.0000% | $24420529.00       | $15204122.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 2.5000%  | 0.0000% | $179979023.00      | $114360459.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $50732796.00       | $32109055.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $11951376.00       | $7881058.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.0000%  | 0.0000% | $715316903.00      | $449766747.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 2.5000%  | 0.0000% | $17561406.00       | $11225058.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-20      | 3.5000%  | 0.0000% | $7520285.00        | $5039966.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 2.0000%  | 0.0000% | $283744357.00      | $180875448.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-03-20      | 4.0000%  | 0.0000% | $76000.00          | $51072.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.0000%  | 0.0000% | $3007751.00        | $1890222.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-05-20      | 2.5000%  | 0.0000% | $21722962.00       | $14237917.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-07-20      | 2.5000%  | 0.0000% | $8178276.00        | $5178089.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 2.0000%  | 0.0000% | $9880518.00        | $6263016.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-08-20      | 2.5000%  | 0.0000% | $117021.00         | $80914.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 2.5000%  | 0.0000% | $913800.00         | $615289.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-11-20      | 2.0000%  | 0.0000% | $976252.00         | $491501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 3.0000%  | 0.0000% | $2915697.00        | $2142104.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.0000%  | 0.0000% | $26500000.00       | $20085638.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1230345.00        | $916501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $1069957.00        | $745315.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $10346418.00       | $6561005.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1609927.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $4053182.00        | $1318416.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 3.5000%  | 0.0000% | $5280562.00        | $4283375.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-15      | 3.5000%  | 0.0000% | $282526.00         | $240222.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 3.5000%  | 0.0000% | $338413.00         | $189949.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3393251.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.5000%  | 0.0000% | $33621.00          | $25851.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 5.0000%  | 0.0000% | $1533337.00        | $1309822.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1182211.00        | $712911.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1871097.00        | $1622666.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $14703068.00       | $10530274.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1006845.00        | $742230.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1571348.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 5.0000%  | 0.0000% | $1202545.00        | $922504.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $523772.00         | $473950.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1806448.00        | $1543302.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $1347247.00        | $945676.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $7900015.00        | $6423929.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.0000%  | 0.0000% | $1968945.00        | $1321936.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.0000%  | 0.0000% | $2311251.00        | $980560.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2974017.00        | $1805643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 3.5000%  | 0.0000% | $1556720.00        | $1004088.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 3.5000%  | 0.0000% | $2998758.00        | $1649306.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $6840078.00        | $4184730.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1759349.00        | $1253369.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $831937.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $221257.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 2.5000%  | 0.0000% | $2858760.00        | $2267719.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 2.5000%  | 0.0000% | $874940.00         | $696442.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 3.5000%  | 0.0000% | $29060010.00       | $26426286.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.5000%  | 0.0000% | $400000.00         | $234339.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $165379.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $1099000.00        | $672123.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $299000.00         | $173948.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $295802.00         | $177720.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.5000%  | 0.0000% | $15081064.00       | $10008824.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $687339.00         | $451034.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $33337841.00       | $23080179.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 2.5000%  | 0.0000% | $199000.00         | $119240.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $199000.00         | $121858.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $1699000.00        | $1068440.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $299000.00         | $183491.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-02-15      | 4.0000%  | 0.0000% | $15271325.00       | $9805944.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $299000.00         | $189213.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-08-20      | 2.0000%  | 0.0000% | $490051.00         | $303083.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-15      | 2.5000%  | 0.0000% | $133500.00         | $108843.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-11-20      | 3.0000%  | 0.0000% | $6212145.00        | $4256834.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 2.5000%  | 0.0000% | $46235385.00       | $35430484.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 4.5000%  | 0.0000% | $609000.00         | $535501.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-12-20      | 2.5000%  | 0.0000% | $8823782.00        | $6882742.00        | Agency Mortgage-Backed Securities |

### Security 308: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.039999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C340, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05C340779156CBA
- **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:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-30      | 4.7500%  | 0.0000% | $4012000.00        | $4079070.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $710364318.00      | $352416837.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-05-20      | 5.5000%  | 0.0000% | $857635386.00      | $855461358.00      | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $59663400.00       | $60449130.00       | U.S. Treasuries (including strips)  |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.029998%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C341, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05C341779156BBA
- **C.18 - Value (incl. sponsor support):** $4193000000.00
- **C.18.a - Value (excl. sponsor support):** $4193000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $33000000.00       | $13418427.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $55433000.00       | $27944995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $13543500.00       | $5733397.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $50000000.00       | $13406200.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $200729965.00      | $161878279.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $105947414.00      | $83529789.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $193705565.00      | $149284617.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $280892315.00      | $206666521.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $234463501.00      | $168501884.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $279929865.00      | $196297459.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $210263040.00      | $143733922.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $195341840.00      | $130183225.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $217524950.00      | $141419061.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $195766612.00      | $123867408.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $260292871.00      | $160494762.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $115914802.00      | $96478440.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $55759202.00       | $45457188.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $54161502.00       | $39395073.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $199862514.00      | $196528008.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $180742496.00      | $176210197.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $194281998.00      | $186124485.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $207055231.00      | $189828650.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $225000000.00      | $202571325.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $70167002.00       | $46207076.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $80020968.00       | $70003783.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $60617626.00       | $53531729.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $122314696.00      | $103890556.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $1693400.00        | $1452461.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $169705453.00      | $139746671.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $74775665.00       | $44870484.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $48316094.00       | $28628832.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $88730194.00       | $51043109.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $54144842.00       | $30742521.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $92584642.00       | $50932941.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $35422970.00       | $18654303.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 0.0000%  | 0.0000% | $160501508.00      | $42888089.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $188532836.00      | $49385422.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $91154136.00       | $46587967.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $58097000.00       | $28822561.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $54273004.00       | $26556703.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $163492605.00      | $41953020.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $129961102.00      | $61834453.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $56267934.00       | $26409299.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $157746437.00      | $72913085.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $39000000.00       | $17790747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $110000000.00      | $48761130.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $871812.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $60000000.00       | $25803660.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $40000000.00       | $16948520.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $66270891.00       | $26917380.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $75492658.00       | $28444954.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $174791336.00      | $63438068.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $33996297.00       | $11913050.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $55748734.00       | $18573360.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $80412489.00       | $25805252.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $25000000.00       | $7639675.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $109595724.00      | $32262680.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $75000000.00       | $21775500.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $50501574.00       | $12855832.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $95830242.00       | $24366947.00       | U.S. Treasuries (including strips) |

### Security 310: 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: TPR05C3817791561CG
- **C.18 - Value (incl. sponsor support):** $996683552.20
- **C.18.a - Value (excl. sponsor support):** $996683552.20
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $6198.00           | $6470.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1044670.00        | $1075187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $3990330.00        | $4144553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $4862295.00        | $4875705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $4279383.00        | $4303104.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1046736.00        | $1059123.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $1149003.00        | $1136486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1057011.00        | $1068083.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1135000.00        | $1144970.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $1122238.00        | $1107927.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2909544.00        | $2858590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2023274.00        | $2073457.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $5856681.00        | $6114134.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1456010.00        | $1526518.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 7.0000%  | 0.0000% | $1643017.00        | $1738438.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 7.0000%  | 0.0000% | $1244855.00        | $1316677.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $4636446.00        | $4653422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $3781470.00        | $3856942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $9239363.00        | $9411089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $4047818.00        | $4143587.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $3596397.00        | $3613548.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.0000%  | 0.0000% | $2799591.00        | $2680264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $10372189.00       | $10200965.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $17861236.00       | $17910497.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $44249187.00       | $45021424.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $21022683.00       | $21652922.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1802500.00        | $1811586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $2824947.00        | $2837935.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3411428.00        | $3502147.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $318449.00         | $329961.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $15288867.00       | $15382415.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6386365.00        | $6525208.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4131372.00        | $4043903.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $4585069.00        | $4684007.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $4851282.00        | $5145418.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $6977516.00        | $7381215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1935238.00        | $1991879.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $7795231.00        | $7977134.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1078108.00        | $1083751.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3409032.00        | $3474921.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1233780.00        | $1246389.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1006361.00        | $1038089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1566915.00        | $1569166.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $9105914.00        | $9269560.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $5780040.00        | $6094722.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3716980.00        | $3799374.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $1347544.00        | $1424703.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2532832.00        | $2583167.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2341600.00        | $2415202.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1462695.00        | $1572434.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1188884.00        | $1259969.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1440998.00        | $1473975.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1004708.00        | $1030661.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1078350.00        | $1102851.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1415914.00        | $1448084.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $36609476.00       | $36710445.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1589730.00        | $1569609.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1501089.00        | $1512847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1168296.00        | $1175425.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $56241644.00       | $57058924.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $8164287.00        | $8328798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $93163065.00       | $93881259.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $19568632.00       | $20977358.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $8933414.00        | $8813572.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $250191243.00      | $252119967.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $41734202.00       | $42709697.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $45370012.00       | $47083547.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.0000%  | 0.0000% | $23000711.00       | $22020352.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $38739411.00       | $38099901.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $29207429.00       | $29717157.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $89673203.00       | $92306726.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 7.0000%  | 0.0000% | $625136.00         | $660381.00         | Agency Mortgage-Backed Securities |

### Security 311: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.039999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C38B, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05C38B779156DBA
- **C.18 - Value (incl. sponsor support):** $1993997208.40
- **C.18.a - Value (excl. sponsor support):** $1993997208.40
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 4.0000%  | 0.0000% | $400000000.00      | $290243814.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-10-20      | 4.0000%  | 0.0000% | $522712527.00      | $397401690.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 5.5000%  | 0.0000% | $400000000.00      | $321236934.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 4.5000%  | 0.0000% | $386571392.00      | $361925317.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 4.0000%  | 0.0000% | $128313900.00      | $118273533.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 4.0000%  | 0.0000% | $264360149.00      | $242821855.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $344204911.00      | $323064716.00      | Agency Mortgage-Backed Securities |

### Security 312: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.029998%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C40A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05C40A779156ABA
- **C.18 - Value (incl. sponsor support):** $839955312.00
- **C.18.a - Value (excl. sponsor support):** $839955312.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $131599900.00      | $130696335.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $8096400.00        | $8022114.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $72519000.00       | $71279193.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $29492100.00       | $30306027.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $249059600.00      | $254599490.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $81576400.00       | $84038957.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $13843600.00       | $14022011.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $132348400.00      | $133673989.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $128137500.00      | $130449724.00      | U.S. Treasuries (including strips) |

### Security 313: 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: TPR05C51F7791561RO
- **C.18 - Value (incl. sponsor support):** $989999109.00
- **C.18.a - Value (excl. sponsor support):** $989999109.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $26354880.00       | $19596921.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $71901754.00       | $63205625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $85083955.00       | $57893985.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $118278960.00      | $104249353.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $197213960.00      | $189391791.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $70590457.00       | $70452433.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $64437100.00       | $68658138.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $424691800.00      | $436351771.00      | U.S. Treasuries (including strips) |

### Security 314: 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: TPR05C5297791563CG
- **C.18 - Value (incl. sponsor support):** $569884233.00
- **C.18.a - Value (excl. sponsor support):** $569884233.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2593977.00        | $2708598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $37313925.00       | $37925288.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $49293462.00       | $50283763.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $20756765.00       | $20718781.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1844974.00        | $1909640.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $1433264.00        | $1495291.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1291488.00        | $1323510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1162764.00        | $1168179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $48649972.00       | $49472956.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $3644055.00        | $3737506.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $71992.00          | $73285.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $45736503.00       | $46428383.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1411.00           | $1437.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $37203286.00       | $37461873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $28545731.00       | $29404537.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $61636671.00       | $62856522.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $55200557.00       | $56398792.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $25539638.00       | $25531501.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $100862906.00      | $105723169.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $41940016.00       | $42402066.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1421607.00        | $1446478.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $2844700.00        | $2927530.00        | U.S. Treasuries (including strips) |

### Security 315: 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: TPR05C5727791562RO
- **C.18 - Value (incl. sponsor support):** $989999109.00
- **C.18.a - Value (excl. sponsor support):** $989999109.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-07
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $5937000.00        | $4721098.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $56205796.00       | $43855884.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $2635076.00        | $1816508.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1691628.00        | $1712132.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $37104106.00       | $27645027.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $8592229.00        | $6216216.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $31856.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $20095662.00       | $14718705.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $21048640.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | 0.0000% | $18285911.00       | $13799326.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $622477.00         | $544925.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1439338.00        | $1416881.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $2799000.00        | $2629044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1427675.00        | $1241044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $4388208.00        | $4208812.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $24300000.00       | $8360216.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.0000%  | 0.0000% | $121055075.00      | $45360224.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 4.0000%  | 0.0000% | $992318.00         | $761498.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 3.0000%  | 0.0000% | $27760789.00       | $20498390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $21000000.00       | $9202129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $12958106.00       | $11609958.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $15288450.00       | $12990870.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $5403010.00        | $4238391.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $14470828.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1514420.00        | $1436389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15856151.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $14181825.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $13750461.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $14430198.00       | $4624460.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $514282.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $55500000.00       | $24830684.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $495553.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $25317943.00       | $12798553.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $1102000.00        | $677952.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14594369.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4715522.00        | $3403389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $13331999.00       | $9824206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1341480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $82159.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $3486473.00        | $2635221.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $14073081.00       | $11050686.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $15042542.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $22374244.00       | $17162835.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $13800228.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $43355207.00       | $34568086.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $15209.00          | $11212.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $58807684.00       | $47674796.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $20902762.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $24866889.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $26033939.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $36243300.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $3242851.00        | $2799490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $9262416.00        | $9101920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $29973521.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $35345568.00       | $33562807.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $27326305.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $206936.00         | $201598.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $19855381.00       | $17500244.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2176364.00        | $2121308.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $18227859.00       | $18664714.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $545855.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $4000000.00        | $529415.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $1373932.00        | $925105.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $45136119.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $15124108.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $48958213.00       | $40507404.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $39567599.00       | $39787802.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $21245936.00       | $2429311.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $1100000.00        | $111395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $9999982.00        | $355727.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $55178972.00       | $43244291.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1098422.00        | $870081.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $17543780.00       | $13489612.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $2494079.00        | $1989673.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2507944.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $7018289.00        | $5939478.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $429080.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $621070.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $6344476.00        | $6460427.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $2878259.00        | $2828477.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $1167765.00        | $1119296.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2056484.00        | $2092463.00        | Agency Mortgage-Backed Securities |

### Security 316: 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: TPR05C5737791562CG
- **C.18 - Value (incl. sponsor support):** $399920280.00
- **C.18.a - Value (excl. sponsor support):** $399920280.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $6431865.00        | $6560477.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2976546.00        | $3036065.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1123683.00        | $1174567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1001701.00        | $1028807.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1250236.00        | $1281236.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2651607.00        | $2741685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 7.0000%  | 0.0000% | $2349353.00        | $2492605.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 7.0000%  | 0.0000% | $3051000.00        | $3233395.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $47731212.00       | $47904190.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $20243.00          | $21762.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1883895.00        | $1921563.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1695844.00        | $1744274.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1563125.00        | $1594380.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1174375.00        | $1187022.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1015577.00        | $1044072.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1252249.00        | $1282336.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1356229.00        | $1424571.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1290704.00        | $1296859.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $2133272.00        | $2157497.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $2146694.00        | $2168906.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $3835881.00        | $3871148.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1101224.00        | $1109850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1076010.00        | $1102979.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1265675.00        | $1324111.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $19563752.00       | $19634651.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1395481.00        | $1400139.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $4665468.00        | $4798690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1159345.00        | $1205678.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1650135.00        | $1656524.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1023540.00        | $1037670.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $31692373.00       | $32639880.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $63931295.00       | $65602331.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $56973933.00       | $58386545.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $27546310.00       | $28208165.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1708608.00        | $1716493.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $3378784.00        | $3442346.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $26126253.00       | $26229844.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $53682442.00       | $53697252.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $2017843.00        | $1989839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1106700.00        | $1089883.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1153129.00        | $1183611.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1524132.00        | $1566809.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1308671.00        | $1324185.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1036605.00        | $1042495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2053205.00        | $2109514.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1465400.00        | $1516762.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2063984.00        | $2112872.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1599681.00        | $1703030.00        | Agency Mortgage-Backed Securities |

### Security 317: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C600, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05C6007791561BO
- **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:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2046-08-15      | 0.0000%  | 0.0000% | $690000.00         | $258144.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $218500.00         | $80867.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $488000.00         | $239185.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $124318800.00      | $118550597.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $148067600.00      | $160184006.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $85894700.00       | $87739539.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $40840400.00       | $40947695.00       | U.S. Treasuries (including strips) |

### Security 318: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C602, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR05C602779156DEU
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $16768816.00       | $14483420.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $60322023.00       | $51099730.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $56399662.00       | $53307279.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $65461250.00       | $45622807.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $77881728.00       | $59679176.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $44036826.00       | $42678326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $105460798.00      | $43325489.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $56475830.00       | $21433733.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $77641137.00       | $50155241.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $79035392.00       | $62445543.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $48665088.00       | $40456999.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 4.5000%  | 0.0000% | $26968600.00       | $25312257.00       | Agency Mortgage-Backed Securities |

### Security 319: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C603, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05C6037791562BN
- **C.18 - Value (incl. sponsor support):** $129500000.00
- **C.18.a - Value (excl. sponsor support):** $129500000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2048-10-01      | 4.0000%  | 0.0000% | $479993.00         | $34435.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 6.5000%  | 0.0000% | $2412981.00        | $121544.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 5.5000%  | 0.0000% | $8338828.00        | $85395.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $8186016.00        | $6970450.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $25000.00          | $19140.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 6.0000%  | 0.0000% | $4032378.00        | $9718.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $1578392.00        | $100171.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $11000.00          | $6973.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $3020331.00        | $2914941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $697070.00         | $607006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $5965559.00        | $4984740.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $1477723.00        | $933023.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1317129.00        | $678081.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1359416.00        | $866374.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $2848548.00        | $2365193.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1030359.00        | $1069373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1233514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1988490.00        | $2031917.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $6948507.00        | $6616962.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $5030042.00        | $4818693.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $2800955.00        | $2885185.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $633615.00         | $643508.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $4491863.00        | $3584567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1563524.00        | $1449071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $120023.00         | $124009.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $18001.00          | $17789.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1393226.00        | $1349659.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $13303.00          | $8172.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $247466.00         | $226102.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $2890820.00        | $2544380.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1183534.00        | $1213415.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $897887.00         | $913282.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3274300.00        | $3294588.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2781409.00        | $2647408.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $180262.00         | $184892.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2960864.00        | $3004566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $504637.00         | $510644.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $3891083.00        | $3945850.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $11518010.00       | $11829269.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $22025582.00       | $21954060.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.5000%  | 0.0000% | $141159.00         | $138829.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1223180.00        | $1265187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $12754606.00       | $12874325.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1543708.00        | $1573306.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $3568060.00        | $3622141.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $3489383.00        | $3534706.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $356789.00         | $354872.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $27111.00          | $21578.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1248848.00        | $1036916.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $9000000.00        | $8380789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $1045656.00        | $1024388.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $780235.00         | $759906.00         | Agency Mortgage-Backed Securities |

### Security 320: FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC.

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C604, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05C604779156BOF
- **C.18 - Value (incl. sponsor support):** $7350000000.00
- **C.18.a - Value (excl. sponsor support):** $7350000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-10-01      | 0.0000%  | 0.0000% | $223142000.00      | $216575377.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $2558600.00        | $2547081.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $312999000.00      | $302968634.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $1647920000.00     | $1590829460.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $246432100.00      | $242162664.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $833000.00         | $874870.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $35680600.00       | $31962135.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $3105000.00        | $2523126.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $1331000.00        | $722674.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $1000.00           | $834.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $940485800.00      | $951314366.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $38856900.00       | $37447673.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $288.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $115350000.00      | $109040220.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $25831200.00       | $25498684.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $146275100.00      | $146820647.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $150000000.00      | $150123302.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $500.00            | $509.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $2432745600.00     | $2497600783.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $108500.00         | $111252.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $1900.00           | $1940.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100543000.00      | $102680266.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $80000.00          | $81423.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 3.9304%  | 0.0000% | $2431500.00        | $2438681.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $11402300.00       | $12017068.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $40000000.00       | $41080350.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1123000.00        | $1129051.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $3453800.00        | $3490487.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1008993800.00     | $1024956015.00     | U.S. Treasuries (including strips) |

### Security 321: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C605, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05C605779156ICG
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $190500.00         | $192312.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $3600.00           | $3745.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $10005100.00       | $9803907.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $424398600.00      | $499793687.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $200400.00         | $206235.00         | U.S. Treasuries (including strips) |

### Security 322: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C606, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05C6067791561CR
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2054-11-15      | 0.0000%  | 0.0000% | $3735400.00        | $952064.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $1999600.00        | $1504702.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $1987100.00        | $2643854.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $9999500.00        | $12857034.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $887.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $23620200.00       | $22493188.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $400.00            | $453.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $2739000.00        | $2728678.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $11137800.00       | $11330430.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $18396500.00       | $18879155.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $22234100.00       | $22497161.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $21207000.00       | $22488139.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1400.00           | $1473.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $36100.00          | $38123.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $6706800.00        | $6826106.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $64200.00          | $65422.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $19005100.00       | $19356110.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $1151005.00        | $1112334.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $7850363.00        | $7197228.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $47664.00          | $27063.00          | U.S. Treasuries (including strips) |

### Security 323: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C608, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05C608779156BAN
- **C.18 - Value (incl. sponsor support):** $71100000.00
- **C.18.a - Value (excl. sponsor support):** $71100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2045-09-01      | 4.0000%  | 0.0000% | $59180676.08       | $9702317.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $118534055.70      | $9811092.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.5000%  | 0.0000% | $31970724.09       | $4435982.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $43534516.73       | $9953983.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $18978053.24       | $9756845.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $18267452.35       | $9757641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $47380140.35       | $9733428.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 4.0000%  | 0.0000% | $105534047.60      | $9844994.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $1506637.20        | $236714.89         | Agency Mortgage-Backed Securities |

### Security 324: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05C608, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05C608779156WEL
- **C.18 - Value (incl. sponsor support):** $118500000.00
- **C.18.a - Value (excl. sponsor support):** $118500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2054-09-20      | 6.5000%  | 0.0000% | $647452.95         | $405782.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-05-20      | 4.0000%  | 0.0000% | $2439236.71        | $135789.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2042-08-20      | 3.0000%  | 0.0000% | $310963.20         | $30836.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-06-20      | 3.0000%  | 0.0000% | $587049.00         | $81041.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-12-20      | 3.5000%  | 0.0000% | $518628.76         | $64284.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-03-20      | 3.0000%  | 0.0000% | $1736025.00        | $276021.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-04-20      | 3.5000%  | 0.0000% | $147415.18         | $102908.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-09-20      | 4.0000%  | 0.0000% | $39006.17          | $21090.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-12-20      | 5.5000%  | 0.0000% | $1525023.90        | $1043856.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-02-20      | 5.5000%  | 0.0000% | $72841619.15       | $50538777.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-09-20      | 3.5000%  | 0.0000% | $366608.66         | $23753.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 3.5000%  | 0.0000% | $99190.42          | $30882.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-09-20      | 4.0000%  | 0.0000% | $8351.64           | $4858.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-10-20      | 3.0000%  | 0.0000% | $424616.07         | $279050.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-09-20      | 6.5000%  | 0.0000% | $272182.89         | $153393.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $1017758.34        | $903091.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-02-20      | 6.5000%  | 0.0000% | $256436.37         | $263097.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $595713.25         | $582964.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 6.5000%  | 0.0000% | $353016.48         | $364857.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 6.5000%  | 0.0000% | $2174177.56        | $1952259.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 5.5000%  | 0.0000% | $312429.52         | $315918.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-01-20      | 5.5000%  | 0.0000% | $449167.85         | $454000.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 7.0000%  | 0.0000% | $281100.49         | $292783.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $888395.21         | $912350.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $17220602.02       | $17957058.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.5000%  | 0.0000% | $1595478.08        | $1629913.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.0000%  | 0.0000% | $40464445.04       | $40842200.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 3.5000%  | 0.0000% | $307206.75         | $46286.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $367624.92         | $86964.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2036-08-20      | 6.0000%  | 0.0000% | $31423.12          | $246.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-09-20      | 4.0000%  | 0.0000% | $38631000.00       | $1883344.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-03-20      | 4.5000%  | 0.0000% | $3637405.61        | $189691.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2041-01-20      | 4.0000%  | 0.0000% | $1663131.15        | $185644.71         | Agency Mortgage-Backed Securities |

### Security 325: BNP PARIBAS

- **C.1 - Title:** Joint Account I 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C609, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05C609779156BNP
- **C.18 - Value (incl. sponsor support):** $659473684.21
- **C.18.a - Value (excl. sponsor support):** $659473684.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2028-11-15      | 0.0000%  | 0.0000% | $1474583.16        | $1330285.04        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 0.0000%  | 0.0000% | $24948457.28       | $23476248.89       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $37947489.47       | $31900139.53       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $156229.32         | $137386.17         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $131895000.60      | $124124391.20      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $131167469.30      | $154533319.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $33494140.84       | $31745862.92       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $140953267.40      | $141158622.90      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $48047268.93       | $46842435.57       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $53061252.63       | $50833317.07       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $10752058.95       | $9945417.78        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $14705626.11       | $13362031.57       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $4002411.74        | $3569494.96        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $36070314.12       | $31554960.45       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $13935337.10       | $8149245.57        | U.S. Treasuries (including strips) |

### Security 326: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** Joint Account I 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C609, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05C609779156CRE
- **C.18 - Value (incl. sponsor support):** $197842105.26
- **C.18.a - Value (excl. sponsor support):** $197842105.26
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2050-05-15      | 0.0000%  | 0.0000% | $65.95             | $20.44             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $74220399.84       | $64935820.20       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $111646190.90      | $118743861.50      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $65.95             | $66.61             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $3337794.16        | $3351823.14        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $14619476.42       | $14767292.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $65.95             | $67.93             | U.S. Treasuries (including strips) |

### Security 327: THE BANK OF NOVA SCOTIA-NEW YORK AGENCY

- **C.1 - Title:** Joint Account I 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C609, C.3 - LEI: N.A., C.5 - Other ID: TPR05C609779156THE
- **C.18 - Value (incl. sponsor support):** $395684210.53
- **C.18.a - Value (excl. sponsor support):** $395684210.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2041-08-15      | 1.7500%  | 0.0000% | $11893871.68       | $8239624.46        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $376572926.90      | $395495558.20      | U.S. Treasuries (including strips) |

### Security 328: GOLDMAN SACHS & CO.

- **C.1 - Title:** GOLDMAN SACHS & CO. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05C60B, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: TPR05C60B779156GOL
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2026-05-14      | 0.0000%  | 0.0000% | $418900.00         | $411766.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $42644800.00       | $41496376.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $678000.00         | $670688.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $19148000.00       | $18941508.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $689200.00         | $681398.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $15929400.00       | $5959539.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $8794200.00        | $3207579.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $52800.00          | $54930.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $880000.00         | $744533.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $15799100.00       | $9684825.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $298100.00         | $224664.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $48300.00          | $40955.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $27942000.00       | $28163047.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $462700.00         | $461976.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $1125600.00        | $1128109.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $830100.00         | $818342.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $2647600.00        | $2602270.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $6297300.00        | $5897097.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $9110100.00        | $8771988.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $1711200.00        | $1698861.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $15307000.00       | $15106805.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $3945700.00        | $3873139.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $191500.00         | $187649.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $1119800.00        | $1095601.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1057000.00        | $1005376.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $210700.00         | $204065.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $2707700.00        | $2799876.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $616100.00         | $626425.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $21116600.00       | $21343243.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $12210000.00       | $12493238.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $666100.00         | $678387.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $6380200.00        | $6497891.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $25243800.00       | $26280025.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $35000.00          | $35634.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $29046211.00       | $26158640.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $3651643.00        | $3164996.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $1391000.00        | $532711.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $4348700.00        | $1255848.00        | U.S. Treasuries (including strips) |

### Security 329: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D02, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR100D02779156GBA
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2052-05-15      | 2.8750%  | 0.0000% | $758570900.00      | $547268289.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $555744000.00      | $473079374.00      | U.S. Treasuries (including strips) |

### Security 330: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D0E, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR100D0E779156HSB
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2036-02-05      | 1.8000%  | 0.0000% | $8445000.00        | $6730285.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-11-10      | 1.8700%  | 0.0000% | $6945000.00        | $5416753.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-25      | 2.0000%  | 0.0000% | $2035000.00        | $1651479.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-30      | 1.9400%  | 0.0000% | $5000000.00        | $4586433.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%  | 0.0000% | $10000000.00       | $8462532.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-15      | 0.0000%  | 0.0000% | $740000.00         | $664571.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%  | 0.0000% | $71000.00          | $70147.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-15      | 0.0000%  | 0.0000% | $2509000.00        | $2402277.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $3189263.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 6.2500%  | 0.0000% | $1201000.00        | $1308330.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-15      | 0.0000%  | 0.0000% | $69000.00          | $67726.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%  | 0.0000% | $69000.00          | $65427.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-15      | 0.0000%  | 0.0000% | $69000.00          | $64200.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-15      | 0.0000%  | 0.0000% | $1460000.00        | $881014.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-09-24      | 1.8750%  | 0.0000% | $2000000.00        | $1978143.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2038-01-15      | 0.0000%  | 0.0000% | $1175000.00        | $668799.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 3.0000%  | 0.0000% | $16300000.00       | $2010095.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 3.5000%  | 0.0000% | $5835328.00        | $474799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-12-01      | 3.0000%  | 0.0000% | $20000000.00       | $1876592.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 4.0000%  | 0.0000% | $66914944.00       | $6872304.00        | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2037-05-26      | 5.0000%  | 0.0000% | $5150000.00        | $5114608.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-30      | 4.0000%  | 0.0000% | $535000.00         | $550502.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-08      | 4.3750%  | 0.0000% | $950000.00         | $980699.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-08-07      | 4.9000%  | 0.0000% | $25000000.00       | $25817958.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.5000%  | 0.0000% | $41759488.00       | $5193568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $136377.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-03-01      | 2.5000%  | 0.0000% | $32166528.00       | $24445484.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 5.5000%  | 0.0000% | $1000000.00        | $1020420.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $4313840.00        | $2999276.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1100000.00        | $734155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $180000.00         | $123665.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $3278468.00        | $2760305.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $841000.00         | $126012.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $248181120.00      | $45925586.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%  | 0.0000% | $832000.00         | $455545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.0000%  | 0.0000% | $12400000.00       | $7525582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%  | 0.0000% | $10149664.00       | $5158898.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $1118000.00        | $839780.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $41000.00          | $32332.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $241025.00         | $188804.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $2076128.00        | $1548954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.0000%  | 0.0000% | $23458816.00       | $20540492.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-04-21      | 5.2500%  | 0.0000% | $5960000.00        | $6226483.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 3.0000%  | 0.0000% | $500000.00         | $224046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $13449136.00       | $10126418.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%  | 0.0000% | $2904688.00        | $2470310.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $2647260.00        | $2066661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $2145133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%  | 0.0000% | $15328192.00       | $14355590.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.5000%  | 0.0000% | $7676968.00        | $7312108.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1231840.00        | $1008543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $4254248.00        | $3090674.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $1137728.00        | $1012747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $2672970.00        | $2846371.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-10-15      | 2.0000%  | 0.0000% | $1208000.00        | $851329.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%  | 0.0000% | $1500000.00        | $1082191.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%  | 0.0000% | $12500000.00       | $8874213.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $4852000.00        | $4768727.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $250000.00         | $156272.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $250000.00         | $178627.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $26006880.00       | $23195460.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $13348304.00       | $11059915.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-07-01      | 3.0000%  | 0.0000% | $1280000.00        | $926940.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%  | 0.0000% | $1112590.00        | $996219.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $3765264.00        | $3400906.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $377818.00         | $324351.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-15      | 0.0000%  | 0.0000% | $3386000.00        | $2966556.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%  | 0.0000% | $250000.00         | $233703.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%  | 0.0000% | $8212000.00        | $7551837.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-01-01      | 3.5000%  | 0.0000% | $2269444.00        | $320027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 3.5000%  | 0.0000% | $3240576.00        | $603739.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $1178008.00        | $127663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $2097532.00        | $287503.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%  | 0.0000% | $5165440.00        | $906152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 3.0000%  | 0.0000% | $2291367.00        | $112019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 3.0000%  | 0.0000% | $1751364.00        | $102825.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $1168556.00        | $614287.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $122066.00         | $72063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $95162.00          | $87624.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $211680.00         | $138477.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $5145808.00        | $5277101.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $151999.00         | $153910.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $2104704.00        | $1826275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1470478.00        | $1519763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $5241064.00        | $5287104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1049750.00        | $1097467.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1352822.00        | $1357796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1002586.00        | $1044698.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1067500.00        | $1080772.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $2655968.00        | $2744361.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $2332268.00        | $2388788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $201152.00         | $211590.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $14695520.00       | $14333863.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 7.0000%  | 0.0000% | $1468000.00        | $1556777.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $710536.00         | $744133.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $207700.00         | $220172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $4045560.00        | $4148055.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $669783.00         | $703474.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $380353.00         | $395744.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 7.0000%  | 0.0000% | $405088.00         | $430019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1091750.00        | $1097058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.5000%  | 0.0000% | $434457.00         | $456683.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $2525000.00        | $569047.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 4.0000%  | 0.0000% | $4000000.00        | $532914.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $4187520.00        | $1358824.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $16824160.00       | $3372887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $11500000.00       | $2205992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.0000%  | 0.0000% | $389207.00         | $107929.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 3.5000%  | 0.0000% | $4593000.00        | $1101759.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 3.5000%  | 0.0000% | $12610368.00       | $1970191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $45590912.00       | $12064036.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $4222768.00        | $963814.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $57149184.00       | $26953839.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $33818368.00       | $33521235.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $2698236.00        | $2501304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $38669.00          | $26575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $10000000.00       | $7251124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $6763704.00        | $5636045.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $952728.00         | $550305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $2139312.00        | $1923078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $1218690.00        | $506063.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $252408.00         | $265818.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.5000%  | 0.0000% | $1582802.00        | $1498515.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $1036270.00        | $954672.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $3427732.00        | $3018954.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%  | 0.0000% | $1201018.00        | $1048816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $3796440.00        | $2119160.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $2166864.00        | $1779733.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $1559682.00        | $1172451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.0000%  | 0.0000% | $23657056.00       | $6489738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.0000%  | 0.0000% | $587613.00         | $154570.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $1200000.00        | $408178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%  | 0.0000% | $6670310.00        | $3275727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $1165000.00        | $535008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $1020350.00        | $539915.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $2055000.00        | $1034740.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.5000%  | 0.0000% | $358000.00         | $185024.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $4660670.00        | $2589432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $5233424.00        | $2774947.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $9590176.00        | $5227910.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 4.5000%  | 0.0000% | $29726144.00       | $7569540.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.5000%  | 0.0000% | $10274560.00       | $4166660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1575000.00        | $948394.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.5000%  | 0.0000% | $203000.00         | $86919.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $285027.00         | $175184.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $1145772.00        | $804904.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $5342784.00        | $3568509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2117050.00        | $1514021.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $977000.00         | $663332.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 3.5000%  | 0.0000% | $94000.00          | $59223.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $4101000.00        | $3171661.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.0000%  | 0.0000% | $2918272.00        | $2762060.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $15485872.00       | $14406408.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%  | 0.0000% | $5335384.00        | $5222134.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $2884368.00        | $2592282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-05-01      | 2.5000%  | 0.0000% | $2236000.00        | $483538.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 3.5000%  | 0.0000% | $143039.00         | $30750.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $484999.00         | $47693.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.5000%  | 0.0000% | $279000.00         | $92384.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $4078208.00        | $1209423.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.0000%  | 0.0000% | $4323000.00        | $1855732.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $2102000.00        | $456206.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $1820000.00        | $443614.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $637263.00         | $180485.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $3974700.00        | $2004158.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $1550000.00        | $845188.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $210000.00         | $59450.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $155000.00         | $86051.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $3235070.00        | $1659590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.0000%  | 0.0000% | $87000.00          | $43173.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $575983.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $56382.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $209144.00         | $125655.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $447000.00         | $246137.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $2561000.00        | $1621348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $400000.00         | $221582.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $444000.00         | $255191.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.0000%  | 0.0000% | $15625488.00       | $6491420.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $400000.00         | $225287.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%  | 0.0000% | $102000.00         | $61081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $260000.00         | $162944.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.0000%  | 0.0000% | $2601040.00        | $1710947.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.5000%  | 0.0000% | $1358806.00        | $710414.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 2.0000%  | 0.0000% | $900000.00         | $565264.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $59830.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $62145.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%  | 0.0000% | $1300000.00        | $788133.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $214000.00         | $136700.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $613659.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $382224.00         | $243141.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $301199.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $802716.00         | $472276.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 4.5000%  | 0.0000% | $700000.00         | $398237.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $661610.00         | $438064.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $205000.00         | $130591.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-02-01      | 2.5000%  | 0.0000% | $100000.00         | $61553.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $4100000.00        | $2250666.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%  | 0.0000% | $150000.00         | $95173.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%  | 0.0000% | $417821.00         | $235781.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $999000.00         | $600211.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $127297.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.0000%  | 0.0000% | $665000.00         | $409766.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $865000.00         | $575031.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $47958.00          | $30486.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $65063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $105000.00         | $67753.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $321385.00         | $204364.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $215275.00         | $143273.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $7838384.00        | $6041968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $332000.00         | $259996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $31925000.00       | $22663655.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-03-01      | 5.5000%  | 0.0000% | $450000.00         | $272373.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $2100000.00        | $1603140.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $4531944.00        | $3112225.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 3.0000%  | 0.0000% | $380000.00         | $214243.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $300000.00         | $238939.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $50430976.00       | $35477948.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $3168692.00        | $2072524.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.0000%  | 0.0000% | $1275000.00        | $978240.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%  | 0.0000% | $31086976.00       | $21417340.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 2.0000%  | 0.0000% | $522859.00         | $347053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%  | 0.0000% | $19753248.00       | $17448727.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $8965760.00        | $7038986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 2.5000%  | 0.0000% | $7763000.00        | $4013627.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 5.0000%  | 0.0000% | $2320000.00        | $2019249.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 5.0000%  | 0.0000% | $5036008.00        | $4173400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 4.5000%  | 0.0000% | $20786.00          | $18953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $3694180.00        | $3033429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $30544384.00       | $30941235.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.5000%  | 0.0000% | $1925000.00        | $213200.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $119396.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $6785424.00        | $4370531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.0000%  | 0.0000% | $3050000.00        | $1318329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 1.5000%  | 0.0000% | $1500000.00        | $921268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $1580000.00        | $1173416.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $11860000.00       | $9494192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%  | 0.0000% | $1139000.00        | $902830.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 3.5000%  | 0.0000% | $278000.00         | $248390.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 5.5000%  | 0.0000% | $208029.00         | $187302.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 6.5000%  | 0.0000% | $9609712.00        | $9323145.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.0000%  | 0.0000% | $7082.00           | $6684.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $5737304.00        | $5763920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 7.0000%  | 0.0000% | $1932934.00        | $1588016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $3717944.00        | $3396726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1432384.00        | $1524575.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5210416.00        | $4805683.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $4285688.00        | $4355587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $6718304.00        | $6926026.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1695600.00        | $1067967.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $9457872.00        | $8285333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $7712720.00        | $7379389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $5441472.00        | $4837455.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1824914.00        | $1858569.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1104758.00        | $1151409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $15172352.00       | $14149293.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1274852.00        | $1303306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1628074.00        | $917129.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $9294192.00        | $9647141.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1149752.00        | $1196851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $5556744.00        | $5726147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.5000%  | 0.0000% | $15262032.00       | $15959737.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2059008.00        | $2105580.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2545600.00        | $2598564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $700292.00         | $735364.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $1292684.00        | $1354878.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.5000%  | 0.0000% | $212484.00         | $223770.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $1273254.00        | $1339173.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $216240.00         | $228606.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $1974732.00        | $2022179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.5000%  | 0.0000% | $228823.00         | $239664.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $507647.00         | $525813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $520000.00         | $487004.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $296280.00         | $296456.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $13850480.00       | $14271458.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1065000.00        | $1040529.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $34173888.00       | $33454665.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-26      | 0.0000%  | 0.0000% | $4700.00           | $4644.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-05-15      | 0.0000%  | 0.0000% | $30000000.00       | $17845830.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 0.0000%  | 0.0000% | $45481000.00       | $24585937.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 0.0000%  | 0.0000% | $49028500.00       | $23640807.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%  | 0.0000% | $13489600.00       | $4963026.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 0.0000%  | 0.0000% | $500000.00         | $206618.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 0.0000%  | 0.0000% | $4516000.00        | $4325325.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-07-31      | 4.1250%  | 0.0000% | $8359800.00        | $8605596.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-10-31      | 3.5000%  | 0.0000% | $401700.00         | $402687.00         | U.S. Treasuries (including strips)  |

### Security 331: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D0F, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: TPR100D0F779156ING
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | 0.0000% | $35491033.00       | $25624344.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $28971901.00       | $25398402.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $33763776.00       | $26088873.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $33100596.00       | $25600017.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $26510332.00       | $25330539.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $37167444.00       | $26586967.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.5000%  | 0.0000% | $25562821.00       | $17868314.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $34399730.00       | $26261676.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $26506452.00       | $24586606.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | 0.0000% | $5647430.00        | $4999305.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $53000000.00       | $25912545.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $27399725.00       | $25786856.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $25507000.00       | $25955558.00       | Agency Mortgage-Backed Securities |

### Security 332: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D14, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR100D147791562MI
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-02-01      | 5.0000%  | 0.0000% | $2500000.00        | $46757.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 6.0000%  | 0.0000% | $9367366.00        | $2413.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-09-01      | 4.0000%  | 0.0000% | $300000.00         | $4111.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-05-01      | 7.0000%  | 0.0000% | $27151310.00       | $1312407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 3.0000%  | 0.0000% | $8000.00           | $986.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-03-01      | 4.0000%  | 0.0000% | $16000.00          | $3665.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 5.5000%  | 0.0000% | $360000.00         | $4206.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 4.5000%  | 0.0000% | $613246.00         | $9421.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 4.5000%  | 0.0000% | $987796.00         | $12946.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 4.5000%  | 0.0000% | $1296000.00        | $18742.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-08-01      | 4.0000%  | 0.0000% | $6267.00           | $245.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.5000%  | 0.0000% | $4089103.00        | $10666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.0000%  | 0.0000% | $21575172.00       | $36543.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%  | 0.0000% | $60000.00          | $46964.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-04-23      | 2.4000%  | 0.0000% | $130000.00         | $98623.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-04-30      | 2.4700%  | 0.0000% | $25000.00          | $19129.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $33854.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-05-07      | 2.1500%  | 0.0000% | $110000.00         | $80374.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-07-16      | 2.0100%  | 0.0000% | $30000.00          | $21627.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-09-02      | 0.9000%  | 0.0000% | $65000.00          | $62222.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-11-30      | 2.0400%  | 0.0000% | $30000.00          | $21470.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-12-01      | 0.9000%  | 0.0000% | $25000.00          | $23820.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-12-28      | 2.0800%  | 0.0000% | $25000.00          | $18214.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-30      | 0.5200%  | 0.0000% | $25000.00          | $24983.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-02-10      | 0.7800%  | 0.0000% | $30000.00          | $28324.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-08-16      | 1.0000%  | 0.0000% | $100000.00         | $93151.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-05-25      | 1.0000%  | 0.0000% | $15000.00          | $14136.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-03-01      | 2.2500%  | 0.0000% | $20000.00          | $14589.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-09-11      | 1.5000%  | 0.0000% | $55000.00          | $51171.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-03-15      | 1.5400%  | 0.0000% | $35000.00          | $32946.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-30      | 1.0000%  | 0.0000% | $25000.00          | $24815.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-06-21      | 2.6250%  | 0.0000% | $85000.00          | $65344.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-01-14      | 1.3500%  | 0.0000% | $100000.00         | $95698.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-08-16      | 2.4500%  | 0.0000% | $60000.00          | $44651.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-24      | 0.7500%  | 0.0000% | $30000.00          | $30000.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-08-24      | 1.3000%  | 0.0000% | $60000.00          | $55384.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-12-28      | 1.4000%  | 0.0000% | $35000.00          | $32131.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-09-30      | 1.1000%  | 0.0000% | $35000.00          | $33549.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-09-30      | 1.6700%  | 0.0000% | $35000.00          | $31018.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-28      | 1.1500%  | 0.0000% | $50000.00          | $48913.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-10-27      | 1.5000%  | 0.0000% | $45000.00          | $42499.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-12-29      | 2.1500%  | 0.0000% | $80000.00          | $73158.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-07-27      | 2.0000%  | 0.0000% | $40000.00          | $38243.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-24      | 2.1250%  | 0.0000% | $40000.00          | $39496.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-25      | 2.6000%  | 0.0000% | $30000.00          | $29756.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-29      | 3.4000%  | 0.0000% | $25000.00          | $24952.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-28      | 3.4000%  | 0.0000% | $100000.00         | $99819.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-03-12      | 5.0000%  | 0.0000% | $55000.00          | $55710.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-12-02      | 5.1500%  | 0.0000% | $35000.00          | $35881.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-06-10      | 5.2500%  | 0.0000% | $30000.00          | $30843.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-09-23      | 4.0000%  | 0.0000% | $30000.00          | $30198.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-10-01      | 4.5700%  | 0.0000% | $30000.00          | $30166.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-04-10      | 3.9000%  | 0.0000% | $25000.00          | $25102.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 7.5000%  | 0.0000% | $1410.00           | $35.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 5.5000%  | 0.0000% | $10435.00          | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-06-01      | 3.0000%  | 0.0000% | $4000.00           | $929.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $15129.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $10222.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-10-01      | 4.5000%  | 0.0000% | $129910.00         | $18590.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $88589.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $24183.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $14132.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $83819.00          | $4300.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%  | 0.0000% | $1754.00           | $94.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1738.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1647.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $31057.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.0000%  | 0.0000% | $538416.00         | $24105.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $294.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $54098.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $295958.00         | $80490.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $26.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 8.0000%  | 0.0000% | $8529.00           | $166.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 6.5000%  | 0.0000% | $2345.00           | $30.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $400000.00         | $22617.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-06-01      | 4.0000%  | 0.0000% | $13267.00          | $816.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $4257.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $2871.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-01      | 4.5000%  | 0.0000% | $296446.00         | $243.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $82868.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $78634.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10424.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $82722.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5446.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 3.5000%  | 0.0000% | $25000.00          | $6038.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3499.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%  | 0.0000% | $13000.00          | $4241.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.0000%  | 0.0000% | $34000.00          | $19336.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2473.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1199.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1703.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $4838.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $25000.00          | $12481.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%  | 0.0000% | $23783.00          | $12103.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25147.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%  | 0.0000% | $1004.00           | $428.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $22707.00          | $15393.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $48612.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2794.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $98137.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.0000%  | 0.0000% | $1054.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%  | 0.0000% | $49788.00          | $34345.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15351.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $1366.00           | $1055.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%  | 0.0000% | $1023.00           | $791.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $7110.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $951.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $86718.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1465.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $100000.00         | $81236.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $2032.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $8000.00           | $3856.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1630.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2846.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8434.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $77872.00          | $42823.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 3.5000%  | 0.0000% | $118000.00         | $56262.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $47000.00          | $29247.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $57183.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $7000.00           | $4557.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1408.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5825.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4696.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.0000%  | 0.0000% | $1008.00           | $692.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4626.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5520.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17314.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19760.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2577.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1474.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $847.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $110207.00         | $90935.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $34048.00          | $31680.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $22000.00          | $20703.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $30009.00          | $28364.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $97000.00          | $73808.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-01      | 3.0000%  | 0.0000% | $40314.00          | $1120.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.5000%  | 0.0000% | $1100000.00        | $161003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 3.5000%  | 0.0000% | $141000.00         | $24712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 4.5000%  | 0.0000% | $800003.00         | $140149.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.5000%  | 0.0000% | $96000.00          | $20012.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-04-01      | 4.0000%  | 0.0000% | $800000.00         | $143699.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.5000%  | 0.0000% | $100000.00         | $20414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-01      | 3.0000%  | 0.0000% | $25000.00          | $1860.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 3.0000%  | 0.0000% | $101852.00         | $19774.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-04-01      | 3.0000%  | 0.0000% | $179183.00         | $28870.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-05-01      | 3.0000%  | 0.0000% | $92226.00          | $19491.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3418.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $56073.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $35353.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $37416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $2050.00           | $1128.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%  | 0.0000% | $99000.00          | $52242.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $52535.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4736.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1874.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $58331.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $64906.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $2042.00           | $1358.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1738.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $152415.00         | $88152.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $74377.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61270.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3456.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $12523.00          | $11995.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $95000.00          | $90258.00          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-08-03      | 2.8300%  | 0.0000% | $25000.00          | $24807.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-09      | 2.7900%  | 0.0000% | $65000.00          | $64759.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-09      | 1.3200%  | 0.0000% | $25000.00          | $22536.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-05-28      | 1.4000%  | 0.0000% | $30000.00          | $27176.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-06-04      | 2.1200%  | 0.0000% | $76000.00          | $55997.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-06-11      | 1.4500%  | 0.0000% | $30000.00          | $27430.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-01-23      | 2.9600%  | 0.0000% | $20000.00          | $15119.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-06-25      | 1.9500%  | 0.0000% | $46000.00          | $32763.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-04-23      | 2.4400%  | 0.0000% | $65000.00          | $49476.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-07-27      | 1.0200%  | 0.0000% | $45000.00          | $42279.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-05-21      | 2.1250%  | 0.0000% | $106000.00         | $76829.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-05-10      | 1.1800%  | 0.0000% | $53000.00          | $50063.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1820.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-05-20      | 2.8000%  | 0.0000% | $65000.00          | $50374.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-09-24      | 1.9900%  | 0.0000% | $49000.00          | $34579.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-10-05      | 0.8600%  | 0.0000% | $27000.00          | $25737.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-06-01      | 1.4600%  | 0.0000% | $100000.00         | $95696.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%  | 0.0000% | $102000.00         | $73589.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-07      | 2.0900%  | 0.0000% | $25000.00          | $17989.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%  | 0.0000% | $20000.00          | $14199.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-30      | 0.9800%  | 0.0000% | $25000.00          | $24703.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-07-15      | 1.6000%  | 0.0000% | $75000.00          | $68876.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-30      | 1.3000%  | 0.0000% | $100000.00         | $97231.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-04-05      | 1.5700%  | 0.0000% | $50000.00          | $47877.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-08-02      | 1.2300%  | 0.0000% | $100000.00         | $94287.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-04-28      | 1.2000%  | 0.0000% | $25000.00          | $24230.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-24      | 1.6400%  | 0.0000% | $100000.00         | $97192.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-08-16      | 4.7000%  | 0.0000% | $20000.00          | $20215.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-02-01      | 1.8750%  | 0.0000% | $100000.00         | $97130.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-02-23      | 2.4500%  | 0.0000% | $25000.00          | $24565.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-29      | 3.5400%  | 0.0000% | $25000.00          | $24369.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-13      | 3.2200%  | 0.0000% | $25000.00          | $25031.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-12-04      | 5.3600%  | 0.0000% | $55000.00          | $56425.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-12-02      | 5.1250%  | 0.0000% | $25000.00          | $25626.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-12-26      | 4.9500%  | 0.0000% | $20000.00          | $20426.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-04-01      | 5.1000%  | 0.0000% | $20000.00          | $20157.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-10-03      | 4.8900%  | 0.0000% | $20000.00          | $20119.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-03-26      | 4.6500%  | 0.0000% | $15000.00          | $15144.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-09-26      | 4.9500%  | 0.0000% | $70000.00          | $70515.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5565.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 2.5000%  | 0.0000% | $159009.00         | $53866.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-10-01      | 2.5000%  | 0.0000% | $34913.00          | $18728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $62189.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1922.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-09-01      | 5.5000%  | 0.0000% | $5002.00           | $4870.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $31287.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $9279.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $69302.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $25962.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $75917.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1121.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19693.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 3.0000%  | 0.0000% | $35115.00          | $18516.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $153934.00         | $94340.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $21450.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60901.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $40786.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $38886.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34636.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $29964.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1654.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $9586.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4220.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $21516.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29843.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $135518.00         | $97326.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $31319.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-26      | 1.0000%  | 0.0000% | $35000.00          | $33280.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-21      | 1.0500%  | 0.0000% | $50000.00          | $47022.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-09-14      | 1.0000%  | 0.0000% | $100000.00         | $93437.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-25      | 2.6700%  | 0.0000% | $5000.00           | $4963.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6250%  | 0.0000% | $14000.00          | $15904.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-10-28      | 0.6250%  | 0.0000% | $10000.00          | $9757.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-12-29      | 1.0000%  | 0.0000% | $25000.00          | $23828.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-22      | 1.0000%  | 0.0000% | $1000.00           | $942.00            | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-12-28      | 1.0500%  | 0.0000% | $100000.00         | $93062.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-26      | 0.8750%  | 0.0000% | $65000.00          | $61590.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-01      | 7.0000%  | 0.0000% | $25000.00          | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 7.5000%  | 0.0000% | $303699.00         | $134.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 7.5000%  | 0.0000% | $1258317.00        | $524.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 6.5000%  | 0.0000% | $13284.00          | $8.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 5.5000%  | 0.0000% | $5881000.00        | $17660.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 6.5000%  | 0.0000% | $9982385.00        | $19034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.0000%  | 0.0000% | $1293178.00        | $21706.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 5.5000%  | 0.0000% | $6944.00           | $232.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-09-01      | 7.5000%  | 0.0000% | $48725.00          | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-01      | 5.7500%  | 0.0000% | $121185.00         | $1930.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 8.0000%  | 0.0000% | $417449.00         | $78.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-10-01      | 8.0000%  | 0.0000% | $1015882.00        | $1070.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 5.5000%  | 0.0000% | $5756.00           | $23.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 5.5000%  | 0.0000% | $16792000.00       | $71367.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 5.5000%  | 0.0000% | $356519.00         | $1686.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 5.5000%  | 0.0000% | $133000.00         | $530.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-09-01      | 8.0000%  | 0.0000% | $16025.00          | $83.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-05-01      | 8.5000%  | 0.0000% | $934459.00         | $4560.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 3.5000%  | 0.0000% | $2969.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 4.0000%  | 0.0000% | $100000.00         | $16908.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 6.5000%  | 0.0000% | $5090655.00        | $373600.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-04-01      | 4.0000%  | 0.0000% | $305000.00         | $38762.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 7.0000%  | 0.0000% | $4100000.00        | $509431.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 4.0000%  | 0.0000% | $5099999.00        | $858126.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 6.5000%  | 0.0000% | $2029.00           | $259.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 4.5000%  | 0.0000% | $1577926.00        | $171467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.5000%  | 0.0000% | $12579836.00       | $1174908.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 2.5000%  | 0.0000% | $3003.00           | $576.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $43949.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $7000000.00        | $413392.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.5000%  | 0.0000% | $4183388.00        | $286783.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 3.5000%  | 0.0000% | $12799800.00       | $1684411.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.5000%  | 0.0000% | $3900000.00        | $621729.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $710000.00         | $73089.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $300000.00         | $65361.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $327000.00         | $86806.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 3.5000%  | 0.0000% | $8472207.00        | $1801319.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $5003664.00        | $596216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 2.5000%  | 0.0000% | $1007293.00        | $158822.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.5000%  | 0.0000% | $242000.00         | $33757.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $58470.00          | $7262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-08-01      | 4.0000%  | 0.0000% | $30120.00          | $1824.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 2.5000%  | 0.0000% | $441655.00         | $92042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 2.5000%  | 0.0000% | $1001.00           | $477.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $295.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 4.0000%  | 0.0000% | $3696924.00        | $292553.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 4.0000%  | 0.0000% | $1620403.00        | $71851.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $11295.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 5.5000%  | 0.0000% | $165000.00         | $519.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-02-01      | 5.5000%  | 0.0000% | $509459.00         | $4103.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 5.5000%  | 0.0000% | $115000.00         | $694.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-03-01      | 7.5000%  | 0.0000% | $6410.00           | $148.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 5.5000%  | 0.0000% | $64999.00          | $480.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 5.5000%  | 0.0000% | $10074422.00       | $6133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%  | 0.0000% | $150283.00         | $91966.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%  | 0.0000% | $294718.00         | $206480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $239610.00         | $188028.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $95164.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $806138.00         | $669059.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $3698170.00        | $3051891.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $2001.00           | $1795.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $2680000.00        | $2142863.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $405818.00         | $408154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $1312256.00        | $1249189.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1227703.00        | $1146327.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $327363.00         | $338845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1794.00           | $1850.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $2002.00           | $2078.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $2103911.00        | $1591195.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $1408790.00        | $974173.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $1269920.00        | $1290550.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1362870.00        | $1388813.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $3276508.00        | $3377244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $4715946.00        | $4767260.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1907611.00        | $1995685.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $2733797.00        | $2784162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1189248.00        | $1220238.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.0000%  | 0.0000% | $416621.00         | $395282.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $3000.00           | $3109.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.0000%  | 0.0000% | $212095.00         | $197790.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $255518.00         | $261517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $1557800.00        | $1602656.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%  | 0.0000% | $1284981.00        | $1303829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $14942315.00       | $14889247.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1114602.00        | $1143069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1066528.00        | $1087804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1441418.00        | $1472553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.0000%  | 0.0000% | $1822589.00        | $1831198.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1428955.00        | $1170037.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.5000%  | 0.0000% | $4980056.00        | $5184281.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $2214668.00        | $2299935.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1508856.00        | $1538947.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1558516.00        | $1585371.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $17141745.00       | $17555050.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $1451026.00        | $1486082.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1473889.00        | $1417818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.5000%  | 0.0000% | $3038626.00        | $2995196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.5000%  | 0.0000% | $4702395.00        | $4611673.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.5000%  | 0.0000% | $3783388.00        | $3718551.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $4592278.00        | $4653612.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $8785779.00        | $8577395.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1317825.00        | $1380570.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $9377815.00        | $9540288.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1419720.00        | $1492395.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1150198.00        | $1208848.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $2742599.00        | $2741393.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 5.5000%  | 0.0000% | $1083955.00        | $1101990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 7.0000%  | 0.0000% | $1005808.00        | $382596.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 5.0000%  | 0.0000% | $2050.00           | $1862.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $8988674.00        | $9285264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1055527.00        | $1114130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $3663979.00        | $2917629.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1211996.00        | $1094659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $1319500.00        | $1347142.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1230250.00        | $1329920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $1692749.00        | $1728646.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 5.5000%  | 0.0000% | $1577808.00        | $1626961.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1496702.00        | $1559010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.0000%  | 0.0000% | $1496547.00        | $1514892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1284343.00        | $1354579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $1101365.00        | $1151486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1069347.00        | $1129591.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1557525.00        | $1623225.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $1052.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1598474.00        | $1674840.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $3308516.00        | $3370408.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1180942.00        | $1246604.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1173746.00        | $1211996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $8755845.00        | $9080538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.0000%  | 0.0000% | $2023.00           | $1877.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $6604424.00        | $6785556.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1457703.00        | $1494445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $3007.00           | $3065.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1364970.00        | $1439922.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.0000%  | 0.0000% | $1007735.00        | $1021508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1032.00           | $1057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $3001.00           | $3041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 5.5000%  | 0.0000% | $1111300.00        | $1137494.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $2227915.00        | $2259567.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $1067285.00        | $1097340.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $1002867.00        | $1032982.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 6.0000%  | 0.0000% | $22918.00          | $23868.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1256284.00        | $1339063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2109.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1177774.00        | $1244107.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $7601826.00        | $7774547.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $2098114.00        | $2193117.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1419766.00        | $1503809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1082852.00        | $1150911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1465610.00        | $1489845.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $608003.00         | $627731.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1012822.00        | $1030126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1001750.00        | $1050638.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1206750.00        | $1255672.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 6.0000%  | 0.0000% | $1104828.00        | $1153376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1709001.00        | $1751389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1917233.00        | $1964784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1736000.00        | $1779058.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1034300.00        | $1044714.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2209823.00        | $2266907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1019791.00        | $1064227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $1149645.00        | $1212005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $1646963.00        | $1730315.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1762373.00        | $1818248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1292756.00        | $1351898.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1161024.00        | $1199111.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $3440929.00        | $3586525.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $6245659.00        | $6449111.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $5240938.00        | $5308158.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $3515481.00        | $3595929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $2192450.00        | $2202838.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1020.00           | $1065.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1236400.00        | $1310030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 6.0000%  | 0.0000% | $4202167.00        | $4372691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1123408.00        | $1147707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1001388.00        | $1031501.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1352988.00        | $1384116.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1213831.00        | $1229517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1707950.00        | $1752070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2049750.00        | $2119384.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $1528265.00        | $1541584.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1073510.00        | $1086711.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2306800.00        | $2366387.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1131500.00        | $1163996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1086000.00        | $1116409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2591268.00        | $2657568.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $1045540.00        | $1083407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $2542540.00        | $2559946.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1132931.00        | $1152850.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1857236.00        | $1889030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $1630031.00        | $1658940.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1063178.00        | $1107258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $3357985.00        | $3319194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1107540.00        | $1120190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1039691.00        | $1028325.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1067152.00        | $1079271.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $2071939.00        | $2128006.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1425505.00        | $1436229.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $1686433.00        | $1726369.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1384404.00        | $1367554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1005795.00        | $1014561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $1277880.00        | $1341852.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.5000%  | 0.0000% | $6686567.00        | $6870842.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $4602315.00        | $4671828.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $6018465.00        | $6089688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 5.0000%  | 0.0000% | $1071900.00        | $1091042.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $2002.00           | $565.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 3.0000%  | 0.0000% | $2000.00           | $484.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $137000.00         | $31827.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $11109.00          | $2233.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 6.0000%  | 0.0000% | $800000.00         | $97590.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $73190.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $116868.00         | $27454.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-06-01      | 4.5000%  | 0.0000% | $3000.00           | $654.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-04-01      | 4.5000%  | 0.0000% | $100000.00         | $29731.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $27840.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-01-01      | 3.5000%  | 0.0000% | $2399000.00        | $703586.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-01-01      | 4.0000%  | 0.0000% | $100000.00         | $33256.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.0000%  | 0.0000% | $2698940.00        | $549210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.0000%  | 0.0000% | $462876.00         | $98849.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 4.5000%  | 0.0000% | $2761364.00        | $805147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $224.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $30711758.00       | $8088485.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $216279.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.0000%  | 0.0000% | $95667.00          | $21424.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $718491.00         | $159848.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $962.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.0000%  | 0.0000% | $1400000.00        | $220304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $4000.00           | $920.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 4.0000%  | 0.0000% | $1002.00           | $235.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $129000.00         | $35625.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%  | 0.0000% | $1124000.00        | $346054.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.5000%  | 0.0000% | $1485000.00        | $382752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $382000.00         | $91503.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $285.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $2625000.00        | $309083.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $3124.00           | $677.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $645.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 5.0000%  | 0.0000% | $1174000.00        | $100970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 4.0000%  | 0.0000% | $4790000.00        | $567511.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $589.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $500000.00         | $37986.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 2.5000%  | 0.0000% | $3213014.00        | $647099.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $96000.00          | $15920.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 2.5000%  | 0.0000% | $1660000.00        | $457460.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $1186814.00        | $546589.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%  | 0.0000% | $1096915.00        | $205406.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 2.5000%  | 0.0000% | $6470312.00        | $2874784.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $474.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 4.0000%  | 0.0000% | $1686400.00        | $716479.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $1057331.00        | $574958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $10000000.00       | $4466590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1088.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 4.0000%  | 0.0000% | $1591784.00        | $196031.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%  | 0.0000% | $600000.00         | $188442.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 2.5000%  | 0.0000% | $1151861.00        | $790602.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 2.5000%  | 0.0000% | $21104.00          | $7588.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1300000.00        | $668058.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $2000000.00        | $1190461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $99000.00          | $49607.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $200000.00         | $110540.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $50407.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1294.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $558503.00         | $373812.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $1023800.00        | $883801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $723.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1219.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $23725594.00       | $15890505.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $6765000.00        | $4620699.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.5000%  | 0.0000% | $1003.00           | $840.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $1080158.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $175000.00         | $117008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%  | 0.0000% | $2007.00           | $1849.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1383.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1028663.00        | $432903.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%  | 0.0000% | $120970.00         | $92219.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.5000%  | 0.0000% | $1316770.00        | $1330467.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $3600000.00        | $2631788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%  | 0.0000% | $659955.00         | $433147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1698.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.5000%  | 0.0000% | $4000000.00        | $2189901.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $99000.00          | $63834.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.5000%  | 0.0000% | $23741.00          | $18848.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.0000%  | 0.0000% | $2001.00           | $1625.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $1130.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $1114.00           | $785.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $3499000.00        | $2407489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $103000.00         | $102125.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $4473.00           | $4306.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%  | 0.0000% | $5682.00           | $5064.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $53316.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $3272.00           | $2600.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $59604.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $7499000.00        | $6062356.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $6309.00           | $5751.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1016219.00        | $730837.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $3207.00           | $3134.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $3932.00           | $3452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $26826.00          | $26315.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $3927.00           | $3715.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $711.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.0000%  | 0.0000% | $17300000.00       | $3717705.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%  | 0.0000% | $11433334.00       | $2359970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 4.0000%  | 0.0000% | $395688.00         | $79921.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $3000.00           | $741.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%  | 0.0000% | $95000.00          | $18409.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 4.0000%  | 0.0000% | $1743575.00        | $374745.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $1024.00           | $215.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $3120000.00        | $601032.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $1015960.00        | $73664.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $2048.00           | $399.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $2048.00           | $684.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $2048.00           | $505.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.0000%  | 0.0000% | $463000.00         | $44092.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.0000%  | 0.0000% | $6632226.00        | $1753659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.5000%  | 0.0000% | $120577.00         | $7847.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.5000%  | 0.0000% | $4000.00           | $1992.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 3.0000%  | 0.0000% | $1008.00           | $297.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $19000.00          | $4486.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.0000%  | 0.0000% | $2065000.00        | $443801.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $95143.00          | $25213.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.5000%  | 0.0000% | $26009.00          | $3525.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $351000.00         | $113352.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.0000%  | 0.0000% | $119090.00         | $18815.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $2170000.00        | $706845.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $4000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $13748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $6917000.00        | $2002030.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $4450000.00        | $2263729.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $287000.00         | $117145.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $410000.00         | $165440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1997.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $1225000.00        | $661720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $1800000.00        | $945044.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 4.0000%  | 0.0000% | $16479.00          | $2851.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $1105000.00        | $612827.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $13875.00          | $4984.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $2100000.00        | $1138257.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%  | 0.0000% | $2430.00           | $1618.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 2.5000%  | 0.0000% | $5849.00           | $3390.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $50000.00          | $28978.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $350000.00         | $228986.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $99000.00          | $60199.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $61567.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $651.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $1650000.00        | $998473.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 4.0000%  | 0.0000% | $10336.00          | $4745.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $5315000.00        | $3249558.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $1599000.00        | $1042342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $16850130.00       | $10868943.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $875194.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-10-01      | 1.5000%  | 0.0000% | $19329104.00       | $11141130.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%  | 0.0000% | $3637000.00        | $2281840.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $7000.00           | $4929.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $4002.00           | $2790.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $49990.00          | $29032.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $603848.00         | $454375.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $500000.00         | $338392.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $1478330.00        | $948200.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $73728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $3724430.00        | $2402220.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1206.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $687430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $2053.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $601644.00         | $400077.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $534000.00         | $408383.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $6963.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $29010.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $745.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $3003000.00        | $2183196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1429.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $115370.00         | $85170.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $105000.00         | $81093.00          | 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% | $72000.00          | $52528.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11766.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1517.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1623210.00        | $1249721.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $7500000.00        | $5879830.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 1.5000%  | 0.0000% | $900000.00         | $622279.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $5400.00           | $4353.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1575.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3362.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $8003000.00        | $6480552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%  | 0.0000% | $4107000.00        | $3293988.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $1606050.00        | $1260177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.0000%  | 0.0000% | $191265.00         | $171330.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1098000.00        | $890556.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $498876.00         | $419808.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 3.5000%  | 0.0000% | $1070038.00        | $677797.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1234.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $3820627.00        | $3229164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $94701.00          | $87270.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $423852.00         | $367096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $16271.00          | $13924.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%  | 0.0000% | $9975000.00        | $9621704.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $1876452.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1743.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $3234159.00        | $2834745.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%  | 0.0000% | $260586.00         | $229716.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.0000%  | 0.0000% | $5116.00           | $4554.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $4115.00           | $3574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $2016.00           | $1808.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1725.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $13764432.00       | $12757466.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.0000%  | 0.0000% | $1008.00           | $886.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.0000%  | 0.0000% | $10160723.00       | $9947978.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%  | 0.0000% | $4834347.00        | $4784100.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 5.0000%  | 0.0000% | $3314161.00        | $3272923.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $6167459.00        | $6384010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 6.0000%  | 0.0000% | $12604049.00       | $12792445.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $9077247.00        | $8815561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $3901878.00        | $3596335.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $2057.00           | $1898.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.0000%  | 0.0000% | $4048.00           | $3671.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1824.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%  | 0.0000% | $3024.00           | $2818.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 6.0000%  | 0.0000% | $2032.00           | $2051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%  | 0.0000% | $4000.00           | $3891.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 5.0000%  | 0.0000% | $4027.00           | $3999.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.0000%  | 0.0000% | $5796592.00        | $5495362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.0000%  | 0.0000% | $1001.00           | $928.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $42949791.00       | $45335222.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $21980476.00       | $23120955.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.5000%  | 0.0000% | $11716700.00       | $12324656.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $21730372.00       | $22498497.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $51502752.00       | $53214703.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.5000%  | 0.0000% | $74858859.00       | $77229340.00       | 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         | 2055-01-01      | 5.5000%  | 0.0000% | $2685454.00        | $2741199.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-09-01      | 6.5000%  | 0.0000% | $19815051.00       | $20794866.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $6865553.00        | $6978162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $96000.00          | $97349.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $18091918.00       | $18294348.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $19981281.00       | $20119851.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $17360640.00       | $18209853.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $4682380.00        | $4883362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $58700961.00       | $61121965.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $46988288.00       | $48755799.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 6.0000%  | 0.0000% | $19613079.00       | $20296909.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%  | 0.0000% | $16279169.00       | $15627389.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $1984256.00        | $2042080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.0000%  | 0.0000% | $2062.00           | $2144.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $2075.00           | $1866.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 4.0000%  | 0.0000% | $3079.00           | $2959.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $3105740.00        | $3233270.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $4000.00           | $3275.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $3027.00           | $2601.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $4181.00           | $4433.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 6.5000%  | 0.0000% | $5179.00           | $5365.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $9271044.00        | $9603490.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $100000.00         | $17219.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.5000%  | 0.0000% | $2501998.00        | $389187.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $5163088.00        | $433521.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1079.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $302678.00         | $130939.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.0000%  | 0.0000% | $12999000.00       | $6385700.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1120.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $181000.00         | $53312.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.5000%  | 0.0000% | $423984.00         | $106777.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $1505000.00        | $476799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%  | 0.0000% | $26621474.00       | $11193970.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-05-01      | 3.5000%  | 0.0000% | $119000.00         | $13812.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $1650000.00        | $591924.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 4.0000%  | 0.0000% | $260000.00         | $69228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 3.0000%  | 0.0000% | $359599.00         | $105999.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $16210000.00       | $7496202.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $40000.00          | $15044.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $1451000.00        | $730944.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%  | 0.0000% | $284000.00         | $138821.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $137749.00         | $70533.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $664.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1621.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $487674.00         | $271800.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $379.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $2670158.00        | $893300.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 4.0000%  | 0.0000% | $2495000.00        | $1067766.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $4000.00           | $1483.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $13457.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1261.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $57710.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-11-01      | 3.5000%  | 0.0000% | $10183000.00       | $4207734.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1510000.00        | $896858.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.0000%  | 0.0000% | $17000.00          | $7460.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $30050000.00       | $11929828.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%  | 0.0000% | $26057040.00       | $8806122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $10000000.00       | $5810053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $2000.00           | $600.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $100000.00         | $60188.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $10005931.00       | $5551502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.0000%  | 0.0000% | $4001.00           | $2436.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $1200000.00        | $675860.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $378.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1220.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $120000.00         | $63864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%  | 0.0000% | $600000.00         | $290413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $350000.00         | $216566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $2200000.00        | $1339698.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 5.0000%  | 0.0000% | $241000.00         | $99934.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1169.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $25002.00          | $16274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $1299000.00        | $814900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $279000.00         | $176003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $300000.00         | $190825.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $703885.00         | $455773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $399000.00         | $248908.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1207.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1299000.00        | $881333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1349.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4623.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $66757.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1030000.00        | $672610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $25000000.00       | $17064139.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $7000.00           | $5029.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 4.0000%  | 0.0000% | $5100000.00        | $2961807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $128110.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $882230.00         | $537147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1294.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $150000.00         | $90496.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $1049266.00        | $802072.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $694234.00         | $452241.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1451.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $6557.00           | $4613.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 2.0000%  | 0.0000% | $2812891.00        | $1783599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $875000.00         | $580967.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $21526.00          | $16873.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4669.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2633.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1038.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 4.0000%  | 0.0000% | $16000.00          | $9909.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $370000.00         | $289807.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $148248.00         | $98962.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%  | 0.0000% | $1696999.00        | $1226477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%  | 0.0000% | $9827078.00        | $7336341.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $6860000.00        | $4756688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $78000.00          | $56921.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.0000%  | 0.0000% | $20000.00          | $11974.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.0000%  | 0.0000% | $2545000.00        | $1639260.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6965.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $2015000.00        | $1397990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $7000.00           | $5337.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $7453.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%  | 0.0000% | $20000.00          | $15587.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $1287.00           | $879.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.5000%  | 0.0000% | $2036000.00        | $1485911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $2645000.00        | $2150227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $499000.00         | $339913.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $5565779.00        | $4440520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 6.0000%  | 0.0000% | $361000.00         | $259368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1483.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3157.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%  | 0.0000% | $6167.00           | $4392.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2247.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%  | 0.0000% | $1025000.00        | $866300.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $70799.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2621.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1490.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%  | 0.0000% | $1089605.00        | $955535.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $186700.00         | $157679.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1693.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $7072935.00        | $5568664.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%  | 0.0000% | $468627.00         | $376517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1686.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1490.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3276.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%  | 0.0000% | $1117000.00        | $994210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $535000.00         | $507324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $874209.00         | $695996.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%  | 0.0000% | $2886660.00        | $2448707.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 3.5000%  | 0.0000% | $146000.00         | $112026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $22000000.00       | $21568637.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $6678057.00        | $7073060.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 5.5000%  | 0.0000% | $189981.00         | $157256.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-07-01      | 4.5000%  | 0.0000% | $21353739.00       | $20870017.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.0000%  | 0.0000% | $10305983.00       | $10539372.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 6.0000%  | 0.0000% | $3962150.00        | $4126777.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $14797228.00       | $15298647.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 5.5000%  | 0.0000% | $5683299.00        | $5888119.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.5000%  | 0.0000% | $1027939.00        | $501479.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 6.0000%  | 0.0000% | $19652.00          | $307.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 7.0000%  | 0.0000% | $3324360.00        | $367172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $6095.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-01      | 5.5000%  | 0.0000% | $1245189.00        | $219.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-09-01      | 5.5000%  | 0.0000% | $12547.00          | $306.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2655.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 6.5000%  | 0.0000% | $11395.00          | $77.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 6.5000%  | 0.0000% | $7788731.00        | $181648.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 5.5000%  | 0.0000% | $14683000.00       | $223273.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%  | 0.0000% | $4013.00           | $303.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 4.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.5000%  | 0.0000% | $11113507.00       | $636531.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 4.0000%  | 0.0000% | $170000.00         | $17208.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $25221175.00       | $4375331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 2.5000%  | 0.0000% | $277115.00         | $57559.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 2.5000%  | 0.0000% | $2007966.00        | $381420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 4.0000%  | 0.0000% | $162000.00         | $5323.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 5.0000%  | 0.0000% | $137513.00         | $5938.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-01      | 4.5000%  | 0.0000% | $3645200.00        | $62181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-12-01      | 4.5000%  | 0.0000% | $800000.00         | $124553.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $276.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 4.0000%  | 0.0000% | $36917.00          | $2003.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 4.0000%  | 0.0000% | $2000.00           | $189.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.0000%  | 0.0000% | $3000.00           | $241.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.0000%  | 0.0000% | $3000.00           | $193.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 4.5000%  | 0.0000% | $1997.00           | $168.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 4.0000%  | 0.0000% | $399000.00         | $43320.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 4.0000%  | 0.0000% | $3400000.00        | $438697.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $1415360.00        | $223711.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-07-01      | 3.0000%  | 0.0000% | $40000.00          | $4477.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 2.5000%  | 0.0000% | $29787.00          | $6778.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 4.0000%  | 0.0000% | $2000.00           | $289.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 4.0000%  | 0.0000% | $2001.00           | $356.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 4.5000%  | 0.0000% | $2000.00           | $330.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-10-01      | 4.5000%  | 0.0000% | $900000.00         | $134026.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-01      | 3.0000%  | 0.0000% | $16000.00          | $81.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 3.0000%  | 0.0000% | $9000000.00        | $701327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 4.0000%  | 0.0000% | $184368.00         | $14380.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 4.0000%  | 0.0000% | $3000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 3.0000%  | 0.0000% | $3000.00           | $227.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-01-01      | 2.5000%  | 0.0000% | $12000.00          | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-08-01      | 2.5000%  | 0.0000% | $5000.00           | $58.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%  | 0.0000% | $500000.00         | $46483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $13350000.00       | $1371443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $1839000.00        | $219569.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $139.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $429.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $829.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-01-01      | 3.0000%  | 0.0000% | $5000.00           | $218.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-02-01      | 3.0000%  | 0.0000% | $5000.00           | $257.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-01      | 3.5000%  | 0.0000% | $7000.00           | $356.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.5000%  | 0.0000% | $2068041.00        | $194802.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 3.5000%  | 0.0000% | $15000.00          | $793.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $4580212.00        | $362817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4697.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 1.5000%  | 0.0000% | $600159.00         | $356785.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $9244.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $32721.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.0000%  | 0.0000% | $997000.00         | $85564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-01      | 4.0000%  | 0.0000% | $2000.00           | $293.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 3.5000%  | 0.0000% | $3625000.00        | $329770.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 3.0000%  | 0.0000% | $26504.00          | $2628.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 3.0000%  | 0.0000% | $53000.00          | $5101.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $193.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 2.5000%  | 0.0000% | $24374.00          | $3219.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $121670.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 4.0000%  | 0.0000% | $85000.00          | $11684.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1250.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $10000.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 4.5000%  | 0.0000% | $3001.00           | $359.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1527.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $8186.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $973.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-01-01      | 1.5000%  | 0.0000% | $4855.00           | $1485.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $928.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $466.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.5000%  | 0.0000% | $14000.00          | $6347.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1655.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $3984.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 6.0000%  | 0.0000% | $44489.00          | $20081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.0000%  | 0.0000% | $17000.00          | $15223.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $987000.00         | $730229.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-03-01      | 5.5000%  | 0.0000% | $11000.00          | $6567.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1758.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $12000.00          | $7487.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.5000%  | 0.0000% | $1648118.00        | $900081.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $1845000.00        | $1225557.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%  | 0.0000% | $576000.00         | $349888.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.5000%  | 0.0000% | $448987.00         | $267686.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2054.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $14063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $5000.00           | $3744.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.0000%  | 0.0000% | $547732.00         | $355510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $13000.00          | $9124.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5760.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%  | 0.0000% | $16000.00          | $10628.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 3.0000%  | 0.0000% | $550000.00         | $340309.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $49776.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3877.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $800000.00         | $613790.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $28000.00          | $21734.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $17000.00          | $13200.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1586.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%  | 0.0000% | $14040.00          | $11307.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 5.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 4.0000%  | 0.0000% | $115000.00         | $49825.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $798000.00         | $641216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $2291740.00        | $1911277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $46000.00          | $38767.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1654.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.0000%  | 0.0000% | $3478.00           | $2375.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 4.5000%  | 0.0000% | $2069.00           | $1817.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1616.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $2961000.00        | $2123866.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%  | 0.0000% | $18753.00          | $13635.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $5065.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $10770.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $6000.00           | $3569.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6955.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-12-01      | 6.0000%  | 0.0000% | $4000.00           | $1981.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 5.5000%  | 0.0000% | $1000.00           | $613.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-01-01      | 6.0000%  | 0.0000% | $84109.00          | $37028.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $794989.00         | $605951.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 6.0000%  | 0.0000% | $103387.00         | $50902.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $106154.00         | $93495.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $1376351.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $1130000.00        | $1043695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $10697259.00       | $9215719.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $24000.00          | $22411.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4491.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2809.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $162542.00         | $149019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.0000%  | 0.0000% | $7000.00           | $6448.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1903.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $3663164.00        | $3100083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $278729.00         | $202810.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $156000.00         | $134574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 4.5000%  | 0.0000% | $833487.00         | $734060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 4.0000%  | 0.0000% | $250257.00         | $232510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1795251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 5.5000%  | 0.0000% | $1083368.00        | $807486.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-07-01      | 3.0000%  | 0.0000% | $274491.00         | $259709.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 5.0000%  | 0.0000% | $41998.00          | $40661.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 5.5000%  | 0.0000% | $1159150.00        | $1078329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-10-01      | 4.0000%  | 0.0000% | $597349.00         | $569008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 4.5000%  | 0.0000% | $12111453.00       | $11914360.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 5.0000%  | 0.0000% | $14185234.00       | $13872820.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.0000%  | 0.0000% | $187653.00         | $179655.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 4.5000%  | 0.0000% | $23291932.00       | $22907429.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-12-01      | 5.0000%  | 0.0000% | $300000000.00      | $300827400.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.5000%  | 0.0000% | $1634901.00        | $1624899.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 5.0000%  | 0.0000% | $8400000.00        | $8491300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 5.5000%  | 0.0000% | $31000.00          | $632.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-07-01      | 6.0000%  | 0.0000% | $34489.00          | $38.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 4.0000%  | 0.0000% | $5005.00           | $596.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $11516.00          | $9839.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $51713.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $73767.00          | $65423.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1001.00           | $965.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $3000.00           | $3115.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $32901.00          | $33666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $38092.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $82327.00          | $84335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3394.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $969.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2212.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $10253.00          | $10273.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1023.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.5000%  | 0.0000% | $2063.00           | $2094.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 4.0000%  | 0.0000% | $49505.00          | $47276.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $1015.00           | $1022.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $4061.00           | $4150.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $914.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 5.5000%  | 0.0000% | $2007.00           | $2051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 6.5000%  | 0.0000% | $31072.00          | $32834.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $2010.00           | $2034.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2008.00           | $2090.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1826.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $5040.00           | $4095.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-01-01      | 3.5000%  | 0.0000% | $1014.00           | $927.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $2028.00           | $2111.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-10-01      | 6.0000%  | 0.0000% | $1074.00           | $1120.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 5.5000%  | 0.0000% | $2064.00           | $2133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-11-01      | 6.0000%  | 0.0000% | $1038.00           | $1094.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1078.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $14597.00          | $13439.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 6.5000%  | 0.0000% | $4000.00           | $3327.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $61039.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-08-15      | 5.0000%  | 0.0000% | $119000.00         | $7345.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-15      | 2.5000%  | 0.0000% | $305819.00         | $68051.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-15      | 2.5000%  | 0.0000% | $49183.00          | $12496.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-15      | 4.5000%  | 0.0000% | $65556.00          | $3010.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-15      | 4.0000%  | 0.0000% | $84675.00          | $8929.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-15      | 3.0000%  | 0.0000% | $213352.00         | $31400.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 3.0000%  | 0.0000% | $100216.00         | $11052.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $42630.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $19264.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4330.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-04-20      | 4.0000%  | 0.0000% | $6135.00           | $329.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-05-20      | 3.0000%  | 0.0000% | $90000.00          | $7430.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $32351.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-08-20      | 3.0000%  | 0.0000% | $890000.00         | $88255.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-09-20      | 3.5000%  | 0.0000% | $275000.00         | $23891.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-10-20      | 3.0000%  | 0.0000% | $70000.00          | $7486.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-11-20      | 2.5000%  | 0.0000% | $77566.00          | $10218.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-12-20      | 3.0000%  | 0.0000% | $866949.00         | $93948.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-02-20      | 3.0000%  | 0.0000% | $485959.00         | $68934.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $28097.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-20      | 3.5000%  | 0.0000% | $490000.00         | $44210.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-06-20      | 3.0000%  | 0.0000% | $290000.00         | $32043.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-06-20      | 4.0000%  | 0.0000% | $850000.00         | $86536.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-20      | 3.0000%  | 0.0000% | $470526.00         | $54473.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-07-20      | 4.0000%  | 0.0000% | $1106832.00        | $97877.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-10-20      | 4.0000%  | 0.0000% | $1250000.00        | $69651.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $70960.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $28668.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-02-20      | 3.0000%  | 0.0000% | $500000.00         | $43064.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $45200.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15854.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-07-20      | 5.0000%  | 0.0000% | $371061.00         | $18316.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-09-20      | 3.0000%  | 0.0000% | $25000.00          | $2606.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-09-20      | 3.5000%  | 0.0000% | $299717.00         | $22859.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6527.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-11-20      | 4.0000%  | 0.0000% | $206400.00         | $13560.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $82357.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-12-20      | 3.0000%  | 0.0000% | $226225.00         | $18155.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14613.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $55952.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-06-20      | 3.0000%  | 0.0000% | $850000.00         | $83482.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-20      | 6.5000%  | 0.0000% | $1000000.00        | $90982.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 3.0000%  | 0.0000% | $308363.00         | $33743.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $4186.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-01-20      | 3.5000%  | 0.0000% | $1002000.00        | $98322.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 4.0000%  | 0.0000% | $939000.00         | $84280.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $20708.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 4.0000%  | 0.0000% | $680000.00         | $62889.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36634.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-20      | 6.0000%  | 0.0000% | $34000.00          | $4187.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 6.5000%  | 0.0000% | $1000000.00        | $66588.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.5000%  | 0.0000% | $375000.00         | $40448.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $77117.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-20      | 6.5000%  | 0.0000% | $1000000.00        | $96373.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-02-20      | 2.5000%  | 0.0000% | $325000.00         | $70580.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-03-20      | 5.0000%  | 0.0000% | $347077.00         | $30932.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-08-20      | 5.0000%  | 0.0000% | $712813.00         | $48601.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 5.0000%  | 0.0000% | $810141.00         | $76039.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $47992.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $62265.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-20      | 5.0000%  | 0.0000% | $570000.00         | $51001.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $18178.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $32203.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $48958.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $49499.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 4.5000%  | 0.0000% | $542676.00         | $44893.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-04-20      | 3.5000%  | 0.0000% | $625000.00         | $74875.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 5.0000%  | 0.0000% | $800000.00         | $59995.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 5.5000%  | 0.0000% | $1140000.00        | $86320.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-06-20      | 5.0000%  | 0.0000% | $1200000.00        | $90163.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 4.0000%  | 0.0000% | $300000.00         | $35970.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-10-20      | 4.5000%  | 0.0000% | $327417.00         | $39106.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-11-20      | 5.0000%  | 0.0000% | $100000.00         | $13413.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $97477.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $75301.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $54792.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 3.0000%  | 0.0000% | $309846.00         | $61783.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 4.0000%  | 0.0000% | $80000.00          | $6368.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-02-20      | 5.0000%  | 0.0000% | $143217.00         | $9388.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 3.0000%  | 0.0000% | $600060.00         | $70640.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 5.0000%  | 0.0000% | $334408.00         | $29922.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4245.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13336.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $14110.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3942.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 5.0000%  | 0.0000% | $21309.00          | $1933.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 5.5000%  | 0.0000% | $45000.00          | $11145.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-02-20      | 3.0000%  | 0.0000% | $62000.00          | $23051.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.0000%  | 0.0000% | $157000.00         | $22301.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-20      | 4.5000%  | 0.0000% | $100000.00         | $12938.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $24800.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 2.5000%  | 0.0000% | $155000.00         | $54129.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 3.0000%  | 0.0000% | $145384.00         | $42644.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-08-20      | 5.0000%  | 0.0000% | $135000.00         | $26941.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $77446.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 3.0000%  | 0.0000% | $58000.00          | $19351.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 3.0000%  | 0.0000% | $45000.00          | $15566.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 4.5000%  | 0.0000% | $243426.00         | $62732.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-05-20      | 4.5000%  | 0.0000% | $100000.00         | $73732.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 2.5000%  | 0.0000% | $90154.00          | $58070.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 3.0000%  | 0.0000% | $12000.00          | $8139.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38321.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-04-20      | 2.5000%  | 0.0000% | $26000.00          | $13261.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 2.5000%  | 0.0000% | $26000.00          | $14320.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $59968.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-07-20      | 2.5000%  | 0.0000% | $9000.00           | $5136.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $28970.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $15264.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $13995.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.0000%  | 0.0000% | $135000.00         | $82396.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $32197.00          | $20580.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $89173.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-05-20      | 3.0000%  | 0.0000% | $74000.00          | $51500.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $11250.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1298.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $90030.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 3.5000%  | 0.0000% | $31221.00          | $23521.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1456.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 2.5000%  | 0.0000% | $10000.00          | $6637.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3093.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $75981.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 4.0000%  | 0.0000% | $25731.00          | $20098.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 5.0000%  | 0.0000% | $102410.00         | $87495.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-12-20      | 7.5000%  | 0.0000% | $319007.00         | $73372.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.5000%  | 0.0000% | $14695.00          | $11801.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50894.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23964.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9328.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25956.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $160.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18745.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35313.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4874.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4183.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18711.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $49327.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $44556.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18618.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2526.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 4.0000%  | 0.0000% | $67000.00          | $29812.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $23303.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $26103.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24264.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6661.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $75372.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-01-15      | 3.5000%  | 0.0000% | $490000.00         | $89422.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8171.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-02-20      | 3.0000%  | 0.0000% | $1015828.00        | $50296.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2707.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $76672.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3046.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60794.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $33486.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $59776.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $6412.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $47348.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2618.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-02-15      | 3.5000%  | 0.0000% | $13692.00          | $977.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-04-15      | 3.0000%  | 0.0000% | $530000.00         | $87784.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4299.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.5000%  | 0.0000% | $11760.00          | $5303.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $6046.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $36861.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $77720.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-01-20      | 3.0000%  | 0.0000% | $100000.00         | $66441.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $50904.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $86655.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16460.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $43005.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $61377.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16360.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-15      | 2.5000%  | 0.0000% | $45068.00          | $6333.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $64662.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2045-04-15      | 3.5000%  | 0.0000% | $25319.00          | $1475.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $38344.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $85191.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-08-20      | 4.0000%  | 0.0000% | $79425.00          | $9207.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19800.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-09-20      | 4.0000%  | 0.0000% | $1784136.00        | $91869.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $6912.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-04-20      | 7.0000%  | 0.0000% | $26848.00          | $25927.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-06-20      | 3.0000%  | 0.0000% | $72703.00          | $64336.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 5.5000%  | 0.0000% | $54217.00          | $54516.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-10-20      | 4.5000%  | 0.0000% | $90057.00          | $88444.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2073.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7172.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $6683.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $5917.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $44000.00          | $12304.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $9166.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17645.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4910.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $20842.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7196.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8008.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $97052.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-08-20      | 3.0000%  | 0.0000% | $26000.00          | $6893.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5699.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6459.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2290.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3142.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $9171.00           | $2417.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6210.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3780.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $915.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $36148.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $16164.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1701.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $111.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $182.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $123.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $297.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $527.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1853.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $220.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $36.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $6377.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $134.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $83.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $11.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $12.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-11-20      | 6.0000%  | 0.0000% | $900000.00         | $7912.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $522.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $529.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $349.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $465.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $30.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-06-20      | 8.0000%  | 0.0000% | $11547786.00       | $7743.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $170.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $944.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $45.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $3133.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-12-20      | 5.5000%  | 0.0000% | $17527922.00       | $77349.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $8221.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $950.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $39386.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $86.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $12688.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $70.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $322.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $244.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $27696.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $224.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $248.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $5245.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $30073.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $878.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1213.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $525.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $316.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $808.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $967.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $763.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1339.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-20      | 6.0000%  | 0.0000% | $955230.00         | $7789.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1082.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $12547.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $21560.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $123.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $9278.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $22709.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-20      | 6.0000%  | 0.0000% | $205353.00         | $5639.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-01-20      | 6.0000%  | 0.0000% | $367502.00         | $10315.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-02-20      | 3.0000%  | 0.0000% | $25000.00          | $1781.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2042-03-20      | 5.0000%  | 0.0000% | $955000.00         | $44272.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $469.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-20      | 5.0000%  | 0.0000% | $805000.00         | $24884.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $84061.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $9484.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $3063.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-20      | 5.0000%  | 0.0000% | $450000.00         | $16085.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9800.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $700.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $76253.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6901.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-09-20      | 5.0000%  | 0.0000% | $800000.00         | $31861.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3631.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $55079.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-10-20      | 6.0000%  | 0.0000% | $2873501.00        | $55051.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $21799.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-11-20      | 6.0000%  | 0.0000% | $377252.00         | $10804.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-01-20      | 6.0000%  | 0.0000% | $100000.00         | $1679.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1615.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-03-20      | 5.0000%  | 0.0000% | $950000.00         | $33149.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-20      | 5.0000%  | 0.0000% | $2059000.00        | $66936.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 5.0000%  | 0.0000% | $201000.00         | $6931.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-20      | 5.0000%  | 0.0000% | $1639000.00        | $63599.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-07-20      | 6.0000%  | 0.0000% | $107845.00         | $4522.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-09-20      | 6.0000%  | 0.0000% | $693357.00         | $16053.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4485.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1291.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $588.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $74225.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-15      | 6.5000%  | 0.0000% | $7203994.00        | $58072.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $61223.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6545.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $162.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $396.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-05-15      | 6.0000%  | 0.0000% | $40000.00          | $330.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1157.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-10-15      | 4.0000%  | 0.0000% | $200000.00         | $15585.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $421.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-15      | 6.5000%  | 0.0000% | $255668.00         | $18.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $61.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $292.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2216.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $30984.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $291.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-15      | 5.0000%  | 0.0000% | $103653.00         | $1862.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-11-15      | 5.0000%  | 0.0000% | $36327.00          | $1153.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $17835.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $18655.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11495.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $47883.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $5011.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $42.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $76.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $326.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $37.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3610.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-08-15      | 6.5000%  | 0.0000% | $65070.00          | $252.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2571.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $31751.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $683.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $19781.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $91.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $222.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $4293.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $100.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $104.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $33.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $25.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $79.00             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $18614.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $613.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1455.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $54813.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2043-04-15      | 3.5000%  | 0.0000% | $367258.00         | $46588.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $44696.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2044-08-20      | 3.5000%  | 0.0000% | $334815.00         | $33459.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9818.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $21441.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2048-03-15      | 5.0000%  | 0.0000% | $130854.00         | $9180.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $81573.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $51295.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $72348.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61158.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $82393.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $45305.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 2.5000%  | 0.0000% | $50000.00          | $37460.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $10122.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $430.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $61968.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $10262.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $14871.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $992.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $531.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $17316.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $8079.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.0000%  | 0.0000% | $335317.00         | $6402.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $48686.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-04-15      | 5.0000%  | 0.0000% | $897164.00         | $28305.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $63944.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-15      | 5.0000%  | 0.0000% | $92853.00          | $2465.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $54312.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $12305.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-06-15      | 5.0000%  | 0.0000% | $89670.00          | $2597.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-20      | 5.0000%  | 0.0000% | $500000.00         | $16484.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-15      | 5.0000%  | 0.0000% | $80077.00          | $2408.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $10983.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $955.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $16862.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-05-20      | 5.5000%  | 0.0000% | $2100000.00        | $83224.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14591.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1513.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $23562.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $47669.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2771.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2219.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2233.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $2012.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7311.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $397.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $846.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $693.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4252.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4230.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2035-06-15      | 6.5000%  | 0.0000% | $1036768.00        | $6627.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8326.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $15235.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $94000.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38578.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $753.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $63735.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-05-15      | 6.0000%  | 0.0000% | $2363930.00        | $28695.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $307.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $13285.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-12-15      | 6.5000%  | 0.0000% | $608289.00         | $13116.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $6189125.00        | $58041.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1423.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $95858.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2060.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8620.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $20367.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1489.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16151.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.5000%  | 0.0000% | $3461153.00        | $89567.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6835.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1689.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $58123.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 6.5000%  | 0.0000% | $2062142.00        | $41676.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $306.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5532.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $69183.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8741.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1563.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $509.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.5000%  | 0.0000% | $2400000.00        | $11252.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9188.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4061.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $447.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $225.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3185.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $894.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $15963.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.5000%  | 0.0000% | $6502819.00        | $11571.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $305.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-04-15      | 5.5000%  | 0.0000% | $493000.00         | $4494.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3467.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $127.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-09-15      | 6.5000%  | 0.0000% | $678168.00         | $21882.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-10-15      | 6.0000%  | 0.0000% | $11000000.00       | $29427.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $714.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1396.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1905.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1201.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $672.00            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2038-12-15      | 6.0000%  | 0.0000% | $2217037.00        | $9980.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-06-15      | 5.0000%  | 0.0000% | $140000.00         | $6147.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2111.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-15      | 5.0000%  | 0.0000% | $128597.00         | $8204.00           | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $500000.00         | $500433.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-08-15      | 3.7500%  | 0.0000% | $4246400.00        | $3939104.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 2.7500%  | 0.0000% | $285000.00         | $226664.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 3.6250%  | 0.0000% | $50000000.00       | $44346554.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 3.0000%  | 0.0000% | $5000000.00        | $3940492.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 2.8750%  | 0.0000% | $3023900.00        | $2346374.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 3.0000%  | 0.0000% | $3313900.00        | $2597154.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-11-15      | 2.7500%  | 0.0000% | $6826600.00        | $4996345.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 2.3750%  | 0.0000% | $2507500.00        | $1632197.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 4.5000%  | 0.0000% | $300759400.00      | $301099160.00      | U.S. Treasuries (including strips)  |

### Security 333: NATIXIS-NEW YORK BRANCH

- **C.1 - Title:** NATIXIS-NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D17, C.3 - LEI: N.A., C.5 - Other ID: TPR100D17779156NAT
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $62804760.00       | $50448815.00       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority               | 2038-01-15      | 0.0000%  | 0.0000% | $12699000.00       | $7228157.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $596000.00         | $308095.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $9475500.00        | $9127067.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $59588000.00       | $58401012.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $20000000.00       | $21049891.00       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.0000%  | 0.0000% | $1361.00           | $401.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $52654099.00       | $40311644.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $84983808.00       | $68222944.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $257762.00         | $224846.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $2150.00           | $566.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $22650080.00       | $17583405.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1300.00           | $910.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $6015736.00        | $4472537.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $4629669.00        | $3764338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 4.5000%  | 0.0000% | $6034360.00        | $5945969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $57000000.00       | $43534008.00       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $5600000.00        | $3157179.00        | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $42714200.00       | $32142491.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1800.00           | $1685.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $24995000.00       | $24796351.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $11345900.00       | $11456796.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $8702400.00        | $8675054.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $4627100.00        | $4584362.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $1000.00           | $984.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $9999400.00        | $9873645.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $600.00            | $555.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $16903400.00       | $16203409.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $4923000.00        | $4329505.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $28621500.00       | $27131031.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $19200300.00       | $19112724.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $2538600.00        | $2400413.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $21999600.00       | $20943485.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1116500.00        | $1103120.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $467400.00         | $458137.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $701000.00         | $660731.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $62503900.00       | $61435314.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $330600.00         | $315126.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $1647900.00        | $1621280.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $52444000.00       | $51926493.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $54281200.00       | $53642567.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $35832400.00       | $35499926.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $400.00            | $408.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $65364800.00       | $65876847.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $8779500.00        | $9037636.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $27568200.00       | $28058607.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $5856300.00        | $6047537.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $50300.00          | $51192.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $7800.00           | $8431.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1753000.00        | $1843091.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $16199900.00       | $16964646.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $1099900.00        | $1132015.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $19000000.00       | $19350917.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1029.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $18818000.00       | $19269775.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $29000.00          | $30471.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $8139700.00        | $8337749.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $15706300.00       | $15911021.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $17420300.00       | $18171369.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $19212400.00       | $19806016.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $4997100.00        | $5048590.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $40468000.00       | $41376193.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $4969700.00        | $5092739.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $13675000.00       | $13771268.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $4999500.00        | $4991477.00        | U.S. Treasuries (including strips)  |

### Security 334: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D19, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR100D19779156NOM
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%  | 0.0000% | $40991000.00       | $33603233.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $63458000.00       | $48770392.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $328897000.00      | $279404251.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $462000.00         | $270372.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-06-01      | 4.5000%  | 0.0000% | $89105800.00       | $72501030.00       | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%  | 0.0000% | $49000000.00       | $15843807.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%  | 0.0000% | $52400000.00       | $16760769.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%  | 0.0000% | $17094700.00       | $5223576.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.0000%  | 0.0000% | $50067300.00       | $14908139.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%  | 0.0000% | $70800000.00       | $20845219.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 0.0000%  | 0.0000% | $78999900.00       | $21829647.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 0.0000%  | 0.0000% | $131057200.00      | $35814656.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 0.0000%  | 0.0000% | $170000000.00      | $45905100.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 3.8750%  | 0.0000% | $11530000.00       | $11681843.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-08-15      | 0.0000%  | 0.0000% | $17129469.00       | $14399700.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 0.0000%  | 0.0000% | $111000.00         | $64912.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 0.0000%  | 0.0000% | $726461.00         | $199352.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 0.0000%  | 0.0000% | $816238.00         | $222102.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 0.0000%  | 0.0000% | $335082.00         | $89944.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 0.0000%  | 0.0000% | $848154.00         | $398080.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 0.0000%  | 0.0000% | $111000.00         | $49878.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 0.0000%  | 0.0000% | $20419863.00       | $8781786.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 0.0000%  | 0.0000% | $7003142.00        | $2882682.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-05-15      | 0.0000%  | 0.0000% | $1177107.00        | $478108.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 0.0000%  | 0.0000% | $55917236.00       | $21864199.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 0.0000%  | 0.0000% | $12632761.00       | $4759911.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 0.0000%  | 0.0000% | $43851883.00       | $16107411.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 0.0000%  | 0.0000% | $60487042.00       | $21952925.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%  | 0.0000% | $58856693.00       | $21124314.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-05-15      | 0.0000%  | 0.0000% | $6486215.00        | $2272912.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 0.0000%  | 0.0000% | $493969.00         | $170929.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-11-15      | 0.0000%  | 0.0000% | $889980.00         | $303891.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 0.0000%  | 0.0000% | $31592356.00       | $10664884.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-05-15      | 0.0000%  | 0.0000% | $1459773.00        | $486341.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-11-15      | 0.0000%  | 0.0000% | $8273412.00        | $2685789.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-02-15      | 0.0000%  | 0.0000% | $470811.00         | $151088.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%  | 0.0000% | $9790407.00        | $3101856.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%  | 0.0000% | $80207646.00       | $25109003.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 0.0000%  | 0.0000% | $9791645.00        | $3025285.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%  | 0.0000% | $4409807.00        | $1312350.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-11-15      | 0.0000%  | 0.0000% | $1287046.00        | $378879.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.0000%  | 0.0000% | $499095.00         | $144907.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%  | 0.0000% | $526999.00         | $151511.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 0.0000%  | 0.0000% | $968157.00         | $274768.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 0.0000%  | 0.0000% | $259924.00         | $66167.00          | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 4.5000%  | 0.0000% | $833988.00         | $24206.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2027-02-24      | 1.0200%  | 0.0000% | $55000.00          | $53399.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-09-10      | 3.3750%  | 0.0000% | $500000.00         | $488968.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-02-13      | 4.8000%  | 0.0000% | $810000.00         | $822393.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-11-01      | 7.0000%  | 0.0000% | $9770200.00        | $196675.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-12-01      | 7.0000%  | 0.0000% | $10148500.00       | $97194.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-01      | 6.5000%  | 0.0000% | $3400000.00        | $61003.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-01      | 3.0000%  | 0.0000% | $2096800.00        | $35379.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 3.0000%  | 0.0000% | $2562500.00        | $57208.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 5.0000%  | 0.0000% | $4999900.00        | $130646.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-04-01      | 3.5000%  | 0.0000% | $355000.00         | $57769.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 5.5000%  | 0.0000% | $262700.00         | $110596.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $165540000.00      | $3112558.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-02-01      | 6.5000%  | 0.0000% | $1141800.00        | $20902.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 4.5000%  | 0.0000% | $511000.00         | $15126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 6.5000%  | 0.0000% | $17128800.00       | $318978.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 5.5000%  | 0.0000% | $2502000.00        | $27403.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 6.5000%  | 0.0000% | $2657200.00        | $29259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 6.5000%  | 0.0000% | $16904800.00       | $400400.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-12-01      | 6.5000%  | 0.0000% | $2752300.00        | $44873.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-08-01      | 7.0000%  | 0.0000% | $1345700.00        | $12824.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-01-01      | 3.5000%  | 0.0000% | $286000.00         | $47203.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 3.0000%  | 0.0000% | $231000.00         | $87181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 4.0000%  | 0.0000% | $574000.00         | $243159.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $19400.00          | $15211.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $123700.00         | $96263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $16000.00          | $11645.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $42900.00          | $28382.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $123400.00         | $93996.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $57600.00          | $44162.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $92400.00          | $74416.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%  | 0.0000% | $91400.00          | $69992.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $372900.00         | $291097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%  | 0.0000% | $6797200.00        | $5332359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $11921400.00       | $9897181.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $34977200.00       | $29810024.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $28500.00          | $24104.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-02-20      | 0.0000%  | 0.0000% | $3982000.00        | $3948786.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-25      | 0.0000%  | 0.0000% | $49900000.00       | $49305392.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $991900.00         | $780288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $60000.00          | $44626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.0000%  | 0.0000% | $1190500.00        | $921013.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $276900.00         | $226677.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $1926600.00        | $1461186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $86600.00          | $71385.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 4.5000%  | 0.0000% | $1718500.00        | $1295826.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-10-27      | 3.3750%  | 0.0000% | $4950000.00        | $4947779.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 3.0000%  | 0.0000% | $1400400.00        | $1047965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $2200000.00        | $1672778.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $343800.00         | $269043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-10-01      | 1.5000%  | 0.0000% | $19906000.00       | $8676187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 4.0000%  | 0.0000% | $9000400.00        | $7330875.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $1197600.00        | $942869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-09-15      | 0.0000%  | 0.0000% | $49000.00          | $40910.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-11-18      | 4.1250%  | 0.0000% | $73489000.00       | $73546328.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-15      | 0.0000%  | 0.0000% | $36546000.00       | $31452438.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $1031800.00        | $24828.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $1548300.00        | $1215941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $11542600.00       | $8885797.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $1847600.00        | $1379821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.5000%  | 0.0000% | $525700.00         | $385027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $9650700.00        | $7918226.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $138500.00         | $91251.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $7960000.00        | $7122432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1465100.00        | $1203643.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $2615500.00        | $2167306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2062-03-01      | 5.0000%  | 0.0000% | $29470000.00       | $22831040.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2062-02-01      | 3.5000%  | 0.0000% | $6059200.00        | $4596631.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-03-01      | 5.0000%  | 0.0000% | $7820000.00        | $5897894.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%  | 0.0000% | $186000.00         | $29909.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%  | 0.0000% | $150000.00         | $89015.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $781400.00         | $618151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $615334.00         | $504302.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $1267300.00        | $835180.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.0000%  | 0.0000% | $1181900.00        | $470964.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $247200.00         | $187030.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-03-01      | 2.5000%  | 0.0000% | $127900.00         | $75843.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%  | 0.0000% | $402500.00         | $302096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $356800.00         | $269510.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $2767000.00        | $2311619.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.5000%  | 0.0000% | $720000.00         | $595519.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $834600.00         | $670370.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%  | 0.0000% | $1200000.00        | $1023750.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $714500.00         | $491983.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 2.0000%  | 0.0000% | $75400.00          | $43572.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $75269.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $90000.00          | $66021.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $28100.00          | $22770.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%  | 0.0000% | $51893100.00       | $46158035.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $72438800.00       | $59888199.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $7103000.00        | $5878471.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $207800.00         | $160894.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $22300.00          | $17852.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.0000%  | 0.0000% | $6511300.00        | $5401392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $360000.00         | $294868.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 3.5000%  | 0.0000% | $694900.00         | $611403.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $8915500.00        | $7058338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-08-01      | 5.5000%  | 0.0000% | $38700.00          | $30917.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.0000%  | 0.0000% | $1580000.00        | $1279743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-09-01      | 5.0000%  | 0.0000% | $19800.00          | $19829.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-05-15      | 3.0000%  | 0.0000% | $6498500.00        | $62993.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-03-15      | 2.5000%  | 0.0000% | $500000.00         | $11281.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-11-20      | 3.5000%  | 0.0000% | $2000000.00        | $49049.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-01-20      | 2.5000%  | 0.0000% | $4452100.00        | $110835.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-02-20      | 3.0000%  | 0.0000% | $2327700.00        | $57135.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $46572.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-09-20      | 3.5000%  | 0.0000% | $754800.00         | $17382.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2029-06-20      | 7.0000%  | 0.0000% | $519600.00         | $12374.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2036-06-20      | 2.0000%  | 0.0000% | $48900.00          | $22682.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-04-20      | 1.5000%  | 0.0000% | $208700.00         | $156305.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-06-20      | 4.5000%  | 0.0000% | $573905700.00      | $426712769.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-08-20      | 4.5000%  | 0.0000% | $3118703.00        | $2336767.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-09-20      | 5.0000%  | 0.0000% | $113385000.00      | $84826012.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-10-20      | 4.5000%  | 0.0000% | $1057600.00        | $817876.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2051-03-20      | 1.5000%  | 0.0000% | $908200.00         | $608086.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-12-20      | 5.0000%  | 0.0000% | $49998800.00       | $38530794.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-02-20      | 5.0000%  | 0.0000% | $46473200.00       | $35851145.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-03-20      | 4.0000%  | 0.0000% | $61500.00          | $47524.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-09-20      | 2.5000%  | 0.0000% | $1406400.00        | $1119757.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-02-20      | 6.0000%  | 0.0000% | $8534900.00        | $5246438.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-05-20      | 6.0000%  | 0.0000% | $101965100.00      | $76945004.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2050-09-20      | 2.5000%  | 0.0000% | $37200.00          | $23157.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-02-15      | 3.0000%  | 0.0000% | $965700.00         | $780484.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-04-20      | 7.0000%  | 0.0000% | $1436600.00        | $1239291.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2054-03-20      | 5.0000%  | 0.0000% | $2813700.00        | $2225605.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-01-20      | 7.0000%  | 0.0000% | $58400.00          | $34633.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-04-15      | 4.5000%  | 0.0000% | $335000.00         | $55066.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-11-15      | 6.0000%  | 0.0000% | $1179000.00        | $10080.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-01-15      | 5.1250%  | 0.0000% | $1680100.00        | $35858.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-04-15      | 6.0000%  | 0.0000% | $2856900.00        | $27804.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2032-06-15      | 5.4900%  | 0.0000% | $4140500.00        | $94114.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-10-20      | 6.5000%  | 0.0000% | $3962700.00        | $43210.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2027-03-20      | 3.0000%  | 0.0000% | $288800.00         | $2399.00           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-20      | 5.0000%  | 0.0000% | $743700.00         | $18641.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-10-20      | 5.0000%  | 0.0000% | $2975000.00        | $81616.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-03-20      | 6.0000%  | 0.0000% | $638700.00         | $14450.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-11-20      | 6.0000%  | 0.0000% | $467600.00         | $13391.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-03-15      | 6.5000%  | 0.0000% | $982900.00         | $17453.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-06-15      | 6.5000%  | 0.0000% | $931800.00         | $24901.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-06-15      | 7.0000%  | 0.0000% | $955000.00         | $30588.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2028-08-15      | 7.0000%  | 0.0000% | $2020000.00        | $46917.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 5.0000%  | 0.0000% | $34000000.00       | $767932.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-08-15      | 5.0000%  | 0.0000% | $9903600.00        | $103830.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2039-09-20      | 4.5000%  | 0.0000% | $3006700.00        | $75208.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-12-15      | 3.5000%  | 0.0000% | $490000.00         | $12986.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.5000%  | 0.0000% | $87700.00          | $66659.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2053-09-20      | 5.5000%  | 0.0000% | $11206100.00       | $8170197.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2052-03-20      | 3.5000%  | 0.0000% | $381500.00         | $323898.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2034-09-15      | 6.5000%  | 0.0000% | $1800000.00        | $17606.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 4.7500%  | 0.0000% | $2182600.00        | $49882.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 4.7500%  | 0.0000% | $2174400.00        | $40120.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-08-15      | 5.0000%  | 0.0000% | $5000000.00        | $53244.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-09-15      | 6.0000%  | 0.0000% | $1018800.00        | $16555.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-11-15      | 4.7500%  | 0.0000% | $4074100.00        | $88108.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2030-01-15      | 5.5000%  | 0.0000% | $551600.00         | $11019.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2037-04-15      | 6.0000%  | 0.0000% | $6300.00           | $122.00            | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2042-12-15      | 3.5000%  | 0.0000% | $846000.00         | $731190.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 0.0000%  | 0.0000% | $467300.00         | $169560.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 0.0000%  | 0.0000% | $2600000.00        | $821397.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 0.0000%  | 0.0000% | $10000000.00       | $2843450.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 0.0000%  | 0.0000% | $120204000.00      | $33841994.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 0.0000%  | 0.0000% | $250000.00         | $100746.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-15      | 2.0000%  | 0.0000% | $3500.00           | $5764.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-15      | 0.3750%  | 0.0000% | $126124600.00      | $165855537.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 0.7500%  | 0.0000% | $3176200.00        | $3113257.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-10-31      | 4.0000%  | 0.0000% | $5744900.00        | $5856672.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-06-15      | 4.1250%  | 0.0000% | $10790900.00       | $11016203.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-15      | 4.6250%  | 0.0000% | $45512900.00       | $46131814.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-01-31      | 4.0000%  | 0.0000% | $196218000.00      | $201598980.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-28      | 4.6250%  | 0.0000% | $5797000.00        | $5872633.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-03-31      | 4.1250%  | 0.0000% | $272701000.00      | $279622459.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-06-30      | 4.6250%  | 0.0000% | $11700500.00       | $11981857.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-30      | 4.2500%  | 0.0000% | $49239800.00       | $50569706.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-08-31      | 3.8750%  | 0.0000% | $23107600.00       | $23473161.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 0.0000%  | 0.0000% | $12997992.00       | $6360138.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 0.0000%  | 0.0000% | $30431446.00       | $11768084.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 0.0000%  | 0.0000% | $563240.00         | $235241.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 0.0000%  | 0.0000% | $8284388.00        | $3317326.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 0.0000%  | 0.0000% | $3756563.00        | $1488177.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 0.0000%  | 0.0000% | $29825548.00       | $11368664.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 0.0000%  | 0.0000% | $40197000.00       | $14939898.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-05-15      | 0.0000%  | 0.0000% | $24042593.00       | $7257473.00        | U.S. Treasuries (including strips)  |

### Security 335: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D2C, C.3 - LEI: N.A., C.5 - Other ID: TPR100D2C7791564RO
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4128600.00        | $3160830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $44326272.00       | $30799002.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $19291548.00       | $18490838.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 5.5000%  | 0.0000% | $79326.00          | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $3902.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $2965.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $33056.00          | $1180.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $30256.00          | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 5.4400%  | 0.0000% | $1577818.00        | $39980.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.6200%  | 0.0000% | $525000.00         | $57013.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 5.4400%  | 0.0000% | $550000.00         | $35410.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.7000%  | 0.0000% | $2632196.00        | $40878.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.4600%  | 0.0000% | $675000.00         | $39283.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 6.0500%  | 0.0000% | $1751505.00        | $99838.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 5.0000%  | 0.0000% | $1487.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-09-01      | 5.5000%  | 0.0000% | $7792.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-10-01      | 5.0000%  | 0.0000% | $6605947.00        | $32314.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 3.5000%  | 0.0000% | $1682.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 5.5000%  | 0.0000% | $4133000.00        | $28393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 5.5000%  | 0.0000% | $3024.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 5.5000%  | 0.0000% | $4442.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.5000%  | 0.0000% | $8785.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 3.0000%  | 0.0000% | $800000.00         | $127385.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.0000%  | 0.0000% | $219859.00         | $32978.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 5.0000%  | 0.0000% | $380000.00         | $39689.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 4.0000%  | 0.0000% | $11333.00          | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 3.5000%  | 0.0000% | $1218000.00        | $130622.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1484932.00        | $148825.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.0000%  | 0.0000% | $1921.00           | $402.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-01-01      | 3.0000%  | 0.0000% | $1712.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.0000%  | 0.0000% | $434623.00         | $50554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.0000%  | 0.0000% | $614000.00         | $68501.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-10-01      | 5.0000%  | 0.0000% | $2392557.00        | $28787.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-01      | 3.0000%  | 0.0000% | $3479746.00        | $44035.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $815000.00         | $100898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.0000%  | 0.0000% | $471052.00         | $33677.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-08-01      | 2.5000%  | 0.0000% | $560083.00         | $44056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.0000%  | 0.0000% | $434000.00         | $34140.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 6.0000%  | 0.0000% | $4072128.00        | $65644.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 7.0000%  | 0.0000% | $4403067.00        | $119926.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 5.5000%  | 0.0000% | $8489447.00        | $95356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 4.5000%  | 0.0000% | $137000.00         | $36366.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-07-01      | 4.5000%  | 0.0000% | $130000.00         | $42009.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $5440125.00        | $27007.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $26346.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 4.5000%  | 0.0000% | $4899169.00        | $166581.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 3.5000%  | 0.0000% | $1008.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $877525.00         | $133200.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 2.5000%  | 0.0000% | $486926.00         | $62504.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-06-01      | 3.0000%  | 0.0000% | $46854453.00       | $10376346.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $249112.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $240000.00         | $29738.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-04-01      | 3.0000%  | 0.0000% | $3766073.00        | $994240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.0000%  | 0.0000% | $1515000.00        | $174890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-05-01      | 3.5000%  | 0.0000% | $945301.00         | $114103.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.0000%  | 0.0000% | $172000.00         | $29683.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $1344871.00        | $342847.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $2875000.00        | $503382.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.5000%  | 0.0000% | $333013.00         | $41653.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $8876.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $119000.00         | $35803.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 5.0000%  | 0.0000% | $546523.00         | $35834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 5.5500%  | 0.0000% | $1643584.00        | $40809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.5500%  | 0.0000% | $706531.00         | $77351.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 5.0000%  | 0.0000% | $3613645.00        | $649359.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 5.0000%  | 0.0000% | $1924959.00        | $96899.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 5.0000%  | 0.0000% | $2348530.00        | $490272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 5.0000%  | 0.0000% | $1310418.00        | $240897.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.0000%  | 0.0000% | $1850000.00        | $165628.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 6.0500%  | 0.0000% | $893116.00         | $64389.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.6500%  | 0.0000% | $607116.00         | $49913.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 3.5000%  | 0.0000% | $2551000.00        | $145403.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.0000%  | 0.0000% | $400000.00         | $46453.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-04-01      | 4.5000%  | 0.0000% | $1293000.00        | $41226.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 3.0000%  | 0.0000% | $2060420.00        | $286046.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 4.0000%  | 0.0000% | $1960000.00        | $284122.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.5000%  | 0.0000% | $586685.00         | $157608.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 3.0000%  | 0.0000% | $733162.00         | $44159.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 4.0000%  | 0.0000% | $433000.00         | $47761.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.0000%  | 0.0000% | $1180000.00        | $142085.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $450000.00         | $33364.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $110147489.00      | $21729152.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 7.0000%  | 0.0000% | $28640722.00       | $34950.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.5000%  | 0.0000% | $1770290.00        | $38164.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 5.5000%  | 0.0000% | $4263424.00        | $34048.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.5000%  | 0.0000% | $5544643.00        | $33519.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 5.0000%  | 0.0000% | $1449084.00        | $65192.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $32932.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $13257659.00       | $421188.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%  | 0.0000% | $2100000.00        | $82089.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.5000%  | 0.0000% | $2562000.00        | $231047.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 2.5000%  | 0.0000% | $361605.00         | $88956.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.5000%  | 0.0000% | $5150000.00        | $565188.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $1991881.00        | $191019.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $389000.00         | $40183.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1557933.00        | $197626.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 3.5000%  | 0.0000% | $317571.00         | $32612.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.5000%  | 0.0000% | $270000.00         | $46301.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%  | 0.0000% | $400000.00         | $48827.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.0000%  | 0.0000% | $1075000.00        | $84735.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 3.5000%  | 0.0000% | $850000.00         | $99590.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.5000%  | 0.0000% | $1153000.00        | $111387.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 4.0000%  | 0.0000% | $46966183.00       | $10868301.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-09-01      | 5.0000%  | 0.0000% | $27135463.00       | $438536.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $504000.00         | $147557.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 7.0000%  | 0.0000% | $26012260.00       | $72658.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $142553600.00      | $28987741.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 4.0000%  | 0.0000% | $190107.00         | $45910.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-11-01      | 3.5000%  | 0.0000% | $1024.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 3.0000%  | 0.0000% | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 3.0000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 3.5000%  | 0.0000% | $415672.00         | $246754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-08-01      | 5.5000%  | 0.0000% | $728993.00         | $619405.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 2.5000%  | 0.0000% | $1024.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 3.0000%  | 0.0000% | $1328.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $60000.00          | $30520.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.5000%  | 0.0000% | $60000.00          | $26508.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $1923000.00        | $1023302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 1.5000%  | 0.0000% | $69996.00          | $41579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 4.0000%  | 0.0000% | $24998000.00       | $14325470.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 4.0000%  | 0.0000% | $57000.00          | $33099.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 3.5000%  | 0.0000% | $48334.00          | $29721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 4.0000%  | 0.0000% | $60000.00          | $35314.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-05-01      | 4.5000%  | 0.0000% | $69000.00          | $44521.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 5.5000%  | 0.0000% | $50000.00          | $28934.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 6.5000%  | 0.0000% | $70491.00          | $62527.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $100000.00         | $67464.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $200000.00         | $141828.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 4.0000%  | 0.0000% | $456205.00         | $317308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 2.5000%  | 0.0000% | $790000.00         | $597360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 2.0000%  | 0.0000% | $200000.00         | $146071.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 2.0000%  | 0.0000% | $56000.00          | $43019.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $350000.00         | $113800.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $56142.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $330724.00         | $184070.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $50000.00          | $39380.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $100008.00         | $69532.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $71633119.00       | $47618232.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $40100.00          | $28828.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $50000.00          | $34322.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $370000.00         | $271542.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $640000.00         | $446953.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $39997000.00       | $30311669.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $42309504.00       | $30686013.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $144000.00         | $108763.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.0000%  | 0.0000% | $53130.00          | $37148.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1609.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $28243744.00       | $20710828.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $10471744.00       | $8882130.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $45154738.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $28504880.00       | $22471361.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $94109.00          | $67897.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.5000%  | 0.0000% | $49000.00          | $37152.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $300000.00         | $231320.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $100000.00         | $62403.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1494.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $180343.00         | $128659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $80944.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $500000.00         | $358464.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $60000.00          | $44810.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $47000.00          | $33504.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $701000.00         | $550402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $425000.00         | $342286.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1143.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $55000.00          | $45052.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $300000.00         | $258611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $65000.00          | $44378.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $200000.00         | $155182.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $30000.00          | $26013.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $697614.00         | $591717.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $300000.00         | $260153.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $13999903.00       | $12868761.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $8575669.00        | $7579429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $27585.00          | $26644.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.0000%  | 0.0000% | $67000.00          | $61295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $57000.00          | $53337.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $18080288.00       | $16877836.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $10950000.00       | $10380113.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $6368697.00        | $6039363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $128000.00         | $32022.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%  | 0.0000% | $123000.00         | $32709.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $431395.00         | $226392.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $16830299.00       | $11143265.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $69063640.00       | $53090083.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $199999.00         | $149816.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 3.0000%  | 0.0000% | $484000.00         | $174300.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $60000.00          | $27375.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.5000%  | 0.0000% | $240000.00         | $125908.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.5000%  | 0.0000% | $55000.00          | $33867.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 4.0000%  | 0.0000% | $56462.00          | $28688.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $314940.00         | $205043.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $71000.00          | $48028.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $416122.00         | $282802.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $40000.00          | $29123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.0000%  | 0.0000% | $67000.00          | $50497.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $56000.00          | $40565.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.5000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $61000.00          | $47139.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $225000.00         | $182257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 2.5000%  | 0.0000% | $13088070.00       | $9646608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $68000.00          | $54904.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $49851015.00       | $40451582.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $723000.00         | $539415.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 4.0000%  | 0.0000% | $43000.00          | $36515.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1729.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1359.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $13256576.00       | $11645552.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $90000.00          | $83369.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $140101856.00      | $126419445.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $11271065.00       | $9300100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1040.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $10086320.00       | $9384956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.5000%  | 0.0000% | $1246310.00        | $895575.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $120000.00         | $103035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $74227.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $314197.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $52517.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $43000.00          | $35062.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $28307546.00       | $24914396.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%  | 0.0000% | $2303000.00        | $66129.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%  | 0.0000% | $393523.00         | $26384.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-01-01      | 4.0000%  | 0.0000% | $270000.00         | $37049.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 3.5000%  | 0.0000% | $965000.00         | $123794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $35913.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $200000.00         | $29323.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.0000%  | 0.0000% | $1667000.00        | $291834.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.0000%  | 0.0000% | $175000.00         | $29787.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.0000%  | 0.0000% | $338393.00         | $40583.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%  | 0.0000% | $575000.00         | $141611.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-09-01      | 4.0000%  | 0.0000% | $181857.00         | $35393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 3.0000%  | 0.0000% | $424871.00         | $31737.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $102588.00         | $39823.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1013395.00        | $205402.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-06-01      | 3.5000%  | 0.0000% | $175000.00         | $35980.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 4.0000%  | 0.0000% | $1190082.00        | $37407.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%  | 0.0000% | $525000.00         | $57629.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $112919.00         | $32751.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%  | 0.0000% | $196220.00         | $50103.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $29485.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $786132.00         | $208978.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $520000.00         | $74614.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.0000%  | 0.0000% | $8593917.00        | $1407113.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $120074.00         | $36661.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.5000%  | 0.0000% | $215000.00         | $35522.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 5.0000%  | 0.0000% | $210000.00         | $26527.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-02-01      | 5.6250%  | 0.0000% | $443760.00         | $25555.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 5.4900%  | 0.0000% | $603122.00         | $31670.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 5.7500%  | 0.0000% | $589281.00         | $39935.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 5.8000%  | 0.0000% | $746239.00         | $110228.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $220000.00         | $122494.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 1.5000%  | 0.0000% | $46228.00          | $25845.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 3.0000%  | 0.0000% | $1287802.00        | $706341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $27688.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $138137.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $527853.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 4.0000%  | 0.0000% | $1069798.00        | $267217.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $1467580.00        | $879909.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 3.5000%  | 0.0000% | $69000.00          | $32435.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $772031.00         | $461694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $391623.00         | $285852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $98836.00          | $73746.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $218736.00         | $155922.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $500000.00         | $336737.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $716187.00         | $479640.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $112500.00         | $71818.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $979039.00         | $686713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $65506.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1626704.00        | $1271010.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.5000%  | 0.0000% | $450157.00         | $308305.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1037189.00        | $668807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1463632.00        | $1049059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $99000.00          | $72822.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $13831235.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 7.0000%  | 0.0000% | $1312195.00        | $695097.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $7305412.00        | $5765331.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 4.5000%  | 0.0000% | $10602597.00       | $8357714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $393874.00         | $362824.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 8.0000%  | 0.0000% | $1055771.00        | $1001008.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $120504.00         | $60262.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.5000%  | 0.0000% | $1935727.00        | $912672.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $420.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $5499054.00        | $5462165.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1465196.00        | $1044593.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3758108.00        | $2813047.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $2884383.00        | $2885803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1546523.00        | $1384379.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $14705818.00       | $13941540.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $10000000.00       | $9107194.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $65127.00          | $47757.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 7.0000%  | 0.0000% | $5802118.00        | $6205950.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $15094644.00       | $14341550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $20623171.00       | $18950156.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $541368.00         | $489465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $1168648.00        | $1226955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-03-01      | 2.5000%  | 0.0000% | $236000.00         | $161559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $191903.00         | $114890.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.5000%  | 0.0000% | $2420967.00        | $418536.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $412.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $473450.00         | $178985.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $82101.00          | $37809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $726001.00         | $399666.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $604999.00         | $368603.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $96083.00          | $53794.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 3.5000%  | 0.0000% | $700000.00         | $337112.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 1.5000%  | 0.0000% | $930471.00         | $515414.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $120532.00         | $80791.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $705668.00         | $491499.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.0000%  | 0.0000% | $14135558.00       | $9975049.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $75000.00          | $46073.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $900000.00         | $560818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $50442.00          | $34239.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1024.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $391000.00         | $279132.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%  | 0.0000% | $8142494.00        | $6066700.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $329110.00         | $270554.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $60124.00          | $45508.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $37066048.00       | $29950461.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $55000.00          | $45945.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $8286756.00        | $7243637.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $30655031.00       | $23251389.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $3067771.00        | $2837149.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $38330698.00       | $32625405.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 2.0000%  | 0.0000% | $100000.00         | $51844.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 5.5000%  | 0.0000% | $559972.00         | $480209.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 2.0000%  | 0.0000% | $100000.00         | $55849.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%  | 0.0000% | $1482707.00        | $1094848.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 3.5000%  | 0.0000% | $95671.00          | $48100.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 2.0000%  | 0.0000% | $79000.00          | $37500.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $355702.00         | $172196.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 6.0000%  | 0.0000% | $1265400.00        | $1321701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $45000.00          | $26396.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $300000.00         | $172814.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-06-01      | 3.5000%  | 0.0000% | $991770.00         | $301893.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $2276286.00        | $874759.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $477.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.0000%  | 0.0000% | $1000.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $699000.00         | $480132.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $11456928.00       | $10096607.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $33594.00          | $27906.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $55000.00          | $38071.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $88993.00          | $73289.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $102201.00         | $80714.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 4.5000%  | 0.0000% | $334376.00         | $256286.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 4.0000%  | 0.0000% | $55807.00          | $46143.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-01-01      | 6.5000%  | 0.0000% | $2120718.00        | $1292630.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.5000%  | 0.0000% | $1202498.00        | $1094555.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $188000.00         | $36116.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $69700992.00       | $7987501.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $6038909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $5061000.00        | $186507.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 3.5000%  | 0.0000% | $248120.00         | $42806.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $20348015.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $96652.00          | $16754.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 3.5000%  | 0.0000% | $3139948.00        | $71454.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $32092456.00       | $7431032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $12999648.00       | $2308568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $100506400.00      | $8779664.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 3.0000%  | 0.0000% | $2200888.00        | $230728.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $340936.00         | $31095.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $450788.00         | $34164.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.0000%  | 0.0000% | $38880838.00       | $9136976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.5000%  | 0.0000% | $1116160.00        | $183274.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $21877832.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $740999.00         | $218184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $3657000.00        | $645035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 5.5000%  | 0.0000% | $49997000.00       | $747747.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $2839084.00        | $2494874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $12674582.00       | $12619326.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 7.0000%  | 0.0000% | $1070592.00        | $1142973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1001.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $30079.00          | $29278.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1645049.00        | $1392589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1001.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $9506401.00        | $8939440.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $2140691.00        | $2136858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $226731.00         | $225673.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $4887057.00        | $5308231.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $2255104.00        | $2347098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1927500.00        | $2001825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $2613046.00        | $2727786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1758935.00        | $1823398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $4214422.00        | $3934975.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2996000.00        | $3062690.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $822947.00         | $859009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1154649.00        | $1177930.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.0000%  | 0.0000% | $3858201.00        | $3690242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.0000%  | 0.0000% | $9897542.00        | $9475679.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2188529.00        | $2199441.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $3265991.00        | $3284094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1283008.00        | $1354209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $10000.00          | $10168.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3862952.00        | $3939956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1568950.00        | $1654869.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $821033.00         | $866636.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $3449546.00        | $3570939.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1307946.00        | $1345842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1334473.00        | $1349627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1002.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $4718154.00        | $4812493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $3426989.00        | $3514672.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $1864072.00        | $1836144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $2495084.00        | $2456697.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $6052230.00        | $6216003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1663500.00        | $1724348.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1445300.00        | $1496488.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1643480.00        | $1694056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $2499000.00        | $351754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-07-01      | 4.0000%  | 0.0000% | $1024.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 4.5000%  | 0.0000% | $86441216.00       | $22122621.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $242410.00         | $72282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 3.0000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $68.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 3.5000%  | 0.0000% | $2000.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $105226368.00      | $20040345.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 3.5000%  | 0.0000% | $1008.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $557000.00         | $110590.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-12-01      | 3.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $437.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%  | 0.0000% | $130804.00         | $60709.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $27768560.00       | $10957195.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $636000.00         | $273792.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $314.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $552090.00         | $361422.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $586.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $631.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $702.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $513965.00         | $422152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $51555.00          | $42517.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $5711304.00        | $4285960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $847040.00         | $723207.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $3143.00           | $2394.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $2785264.00        | $2731635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1007.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $700645.00         | $584459.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1633.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $99000.00          | $40721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $377.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.5000%  | 0.0000% | $1036.00           | $268.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $346.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $312.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.5000%  | 0.0000% | $147794.00         | $31376.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $193000.00         | $41782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $387.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $18673184.00       | $5316571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $452.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $382.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $296740264.00      | $125904903.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $209648639.00      | $100691076.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $589.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $129952634.00      | $55122205.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 2.0000%  | 0.0000% | $154673588.00      | $82383802.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $401991633.00      | $213164453.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1218.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $52648.00          | $25607.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $23213040.00       | $16989707.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1024.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $13903840.00       | $11397347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1623.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $381182.00         | $278094.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $10573000.00       | $7903940.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $22383360.00       | $19098088.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 6.0000%  | 0.0000% | $1652092.00        | $912203.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $2008.00           | $1713.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $46793856.00       | $36474566.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $512999.00         | $428886.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $123025202.00      | $110170223.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.5000%  | 0.0000% | $2008.00           | $1607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $49328640.00       | $25372692.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1757.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1715.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $2040.00           | $1847.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $12000.00          | $11180.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1954.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $856000.00         | $820128.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $13449616.00       | $12942120.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $57583972.00       | $50753674.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $1351806.00        | $1190830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $27209216.00       | $25938676.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $483659.00         | $437110.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $29743562.00       | $28722087.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1035.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1581.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $11990000.00       | $11094433.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1120.00           | $1086.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $5374624.00        | $5209880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $12314072.00       | $11818774.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $902.00            | 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    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1284800.00        | $1257909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $10067872.00       | $9933013.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 5.5000%  | 0.0000% | $15583240.00       | $14562899.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $22003.00          | $21220.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $62145472.00       | $62320290.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1070.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 5.0000%  | 0.0000% | $2461108.00        | $710794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $415.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $450.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1024.00           | $324.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 4.5000%  | 0.0000% | $203000.00         | $64626.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $21999.00          | $5357.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 3.0000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $2020.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $442.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $421969.00         | $188365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $266000.00         | $106713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $539.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 2.5000%  | 0.0000% | $1000.00           | $396.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1176.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $672647.00         | $476785.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $2000.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1384.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $2610996.00        | $1700955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1380.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $5032782.00        | $3782133.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $435633.00         | $318119.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $39842816.00       | $27912951.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1328.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $53094016.00       | $31699029.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $2048.00           | $1415.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $2048.00           | $1526.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $49998000.00       | $39199460.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1024.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1456.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $32261596.00       | $20842034.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 5.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1051.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $90000.00          | $77556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $11044166.00       | $8210475.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1484.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $40837600.00       | $32953671.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $14498000.00       | $10322302.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $1008.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $2650054.00        | $2060489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1280.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $73862528.00       | $57534940.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $7190000.00        | $6453094.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $100367.00         | $83651.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $12046423.00       | $12026664.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1026433.00        | $1053138.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $3880942.00        | $3307331.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $3070696.00        | $2993409.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $16108736.00       | $15923906.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $124184448.00      | $125433596.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $6707253.00        | $6492694.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $7008540.00        | $7048282.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1570918.00        | $1621494.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $2408996.00        | $2259458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $2048.00           | $2043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $13636304.00       | $13860824.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $49642432.00       | $48775134.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $105426944.00      | $108789734.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $27085696.00       | $27223697.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $7064176.00        | $7105841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $176000.00         | $38293.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-08-01      | 4.5000%  | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 4.0000%  | 0.0000% | $6812000.00        | $568352.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%  | 0.0000% | $3246858.00        | $166361.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-02-01      | 3.5000%  | 0.0000% | $362000.00         | $42486.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 4.0000%  | 0.0000% | $90000.00          | $38957.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $4064405.00        | $343830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $1407928.00        | $146521.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 3.5000%  | 0.0000% | $1220000.00        | $200925.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $61170000.00       | $37306326.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $205000.00         | $188578.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $5718560.00        | $3808523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $47000.00          | $32183.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1418000.00        | $1022083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $3594090.00        | $2669217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $316785.00         | $243995.00         | 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    | 2052-12-01      | 5.0000%  | 0.0000% | $2739676.00        | $2170150.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $55593344.00       | $39735639.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $37280662.00       | $30157767.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $71962880.00       | $56172344.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $7287057.00        | $6730503.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $27612597.00       | $25877899.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $3117152.00        | $2946004.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $499950.00         | $461880.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1802.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $77683174.00       | $75086929.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $175000.00         | $166244.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 5.5000%  | 0.0000% | $16149826.00       | $15451959.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $16529888.00       | $16499639.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.0000%  | 0.0000% | $1008.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1622220.00        | $1670853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $5848164.00        | $5789267.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 5.0000%  | 0.0000% | $16690683.00       | $16872094.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1183088.00        | $1040360.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1518532.00        | $1384609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $2340865.00        | $2458127.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1267637.00        | $1263417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $2308183.00        | $2382595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $590029.00         | $543415.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $3369975.00        | $3344341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $3690272.00        | $3327222.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $2831588.00        | $2787857.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1192050.00        | $1120800.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $14816463.00       | $11653782.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1168902.00        | $1229006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1263377.00        | $876552.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $1819616.00        | $1813685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $481019.00         | $426606.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1002.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $383827.00         | $375718.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $3073973.00        | $3116408.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2314030.00        | $2069835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1659240.00        | $1655644.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $138524.00         | $132089.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $5757127.00        | $5452892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $1287348.00        | $1354006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1311038.00        | $1093639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1707009.00        | $1722757.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1174089.00        | $1178441.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $2824300.00        | $2403645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1078962.00        | $1077648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1671.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $3423221.00        | $3271534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1206500.00        | $1076891.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2008.00           | $1990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1930.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1570118.00        | $1162301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $30054688.00       | $28894933.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $2000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $1207989.00        | $1209249.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $2917677.00        | $2977988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1067358.00        | $1068962.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1697801.00        | $1740896.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1106836.00        | $1171477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $83093.00          | $86556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $3755192.00        | $3762671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1253728.00        | $1300127.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1277988.00        | $1284289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1116888.00        | $1166882.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2020967.00        | $2069932.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1028137.00        | $1071219.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2531030.00        | $2501947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1102530.00        | $1156182.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1245062.00        | $1251028.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $3240650.00        | $3310834.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $2737207.00        | $2741310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $4861185.00        | $4902652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1571400.00        | $1636147.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $4326250.00        | $4504485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1130560.00        | $1177974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $1277900.00        | $1256009.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1067000.00        | $1090241.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1078786.00        | $1108982.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1975.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $5926479.00        | $6228569.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1152346.00        | $1167238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $52559698.00       | $50642370.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1020.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $4548631.00        | $4099282.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $13557633.00       | $13098609.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $3357008.00        | $2946952.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $58912000.00       | $58482797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $32378683.00       | $29710226.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $13933681.00       | $13808413.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1040.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $28922840.00       | $28657465.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $97374.00          | $98186.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 3.0000%  | 0.0000% | $15998000.00       | $14003844.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $71068928.00       | $73741149.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $37009856.00       | $37982216.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2399.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $41579648.00       | $35534472.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $16453312.00       | $14916351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $22402432.00       | $19358982.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $28011072.00       | $25794746.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $231592.00         | $229197.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $70600240.00       | $67018797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $9000.00           | $8458.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $7845344.00        | $7392775.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $202511649.00      | $195918598.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $31355939.00       | $31955772.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $44586263.00       | $42817822.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $50102401.00       | $49863074.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $3744100.00        | $3688654.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $2048.00           | $2013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $4549788.00        | $4498402.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $22834464.00       | $23291039.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $128038096.00      | $122590007.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2323008.00        | $2356701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $30512330.00       | $29927854.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $1883295.00        | $1858093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1070.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.0000%  | 0.0000% | $1028.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.0000%  | 0.0000% | $16598598.00       | $15514196.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1003.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $41351740.00       | $39842067.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $4283240.00        | $4358176.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $118967000.00      | $121048351.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.0000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1310.00           | $1348.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $3827635.00        | $3906595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $1319100.00        | $2804415.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $268052400.00      | $264103408.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $12750300.00       | $11503162.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $228124900.00      | $234388100.00      | U.S. Treasuries (including strips) |

### Security 336: ROYAL BANK OF CANADA-NEW YORK BRANCH

- **C.1 - Title:** ROYAL BANK OF CANADA-NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D2D, C.3 - LEI: N.A., C.5 - Other ID: TPR100D2D7791563RO
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2034-11-01      | 6.0000%  | 0.0000% | $37500.00          | $494.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 6.0000%  | 0.0000% | $1934.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $53003670.00       | $6517556.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $37645952.00       | $5328638.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $12722000.00       | $1951586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4710657.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $31452673.00       | $6204771.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $2794775.00        | $1103206.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $11210257.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $9404890.00        | $7383246.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $62599310.00       | $52068802.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7491169.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $6985759.00        | $6756152.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $9258264.00        | $8474773.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 2.5000%  | 0.0000% | $14229433.00       | $3426847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $24170959.00       | $16003482.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $144928608.00      | $113083930.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $154060282.00      | $119897881.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $23132639.00       | $20118263.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $7681921.00        | $6189100.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $361433000.00      | $88690714.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $279833721.00      | $74388458.00       | Agency Mortgage-Backed Securities |

### Security 337: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D2F, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR100D2F7791562BO
- **C.18 - Value (incl. sponsor support):** $314640000.00
- **C.18.a - Value (excl. sponsor support):** $314640000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2040-07-15      | 5.0000%  | 0.0000% | $2425674.00        | $204634.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2027-02-25      | 2.0000%  | 0.0000% | $25710000.00       | $25271816.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-12      | 4.0650%  | 0.0000% | $16100000.00       | $16242875.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-22      | 4.0500%  | 0.0000% | $3205000.00        | $3229448.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-28      | 0.9400%  | 0.0000% | $20000000.00       | $19575193.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-24      | 4.1500%  | 0.0000% | $3300000.00        | $3331247.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-14      | 4.0900%  | 0.0000% | $1000000.00        | $1006697.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-08-19      | 4.1700%  | 0.0000% | $55655000.00       | $55676399.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-24      | 3.8750%  | 0.0000% | $46500000.00       | $46484216.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-05-23      | 4.2700%  | 0.0000% | $6153000.00        | $6174283.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%  | 0.0000% | $2773000.00        | $1635127.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2047-07-20      | 3.5000%  | 0.0000% | $32186.00          | $10796.00          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $6588256.00        | $6794455.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-07-20      | 6.5000%  | 0.0000% | $110019.00         | $115155.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 6.0000%  | 0.0000% | $610201.00         | $622291.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $2119852.00        | $2158031.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $1266352.00        | $1307337.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-08-20      | 5.5000%  | 0.0000% | $1595000.00        | $1607795.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-09-20      | 6.0000%  | 0.0000% | $2043964.00        | $2110038.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $3044812.00        | $3133556.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 5.0000%  | 0.0000% | $10404240.00       | $10403200.00       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 3.5000%  | 0.0000% | $121138048.00      | $111636585.00      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2055-11-20      | 6.0000%  | 0.0000% | $2904530.00        | $3003845.00        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-05-15      | 6.0000%  | 0.0000% | $28387872.00       | $201068.00         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION      | 2033-03-15      | 6.0000%  | 0.0000% | $51166842.00       | $391868.00         | Agency Mortgage-Backed Securities   |

### Security 338: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D31, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR100D31779156IBA
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2029-04-30      | 2.8750%  | 0.0000% | $119425800.00      | $117265239.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $380063200.00      | $392734847.00      | U.S. Treasuries (including strips) |

### Security 339: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D32, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D32779156MOR
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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   | 2042-11-01      | 3.0000%  | 0.0000% | $1940.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.0000%  | 0.0000% | $1134.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-01-01      | 3.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 3.0000%  | 0.0000% | $345802.00         | $21824.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.0000%  | 0.0000% | $580000.00         | $47702.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 3.0000%  | 0.0000% | $62000.00          | $5846.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-12-01      | 3.5000%  | 0.0000% | $2181723.00        | $113318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-08-01      | 5.0000%  | 0.0000% | $241457.00         | $15989.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-11-01      | 3.5000%  | 0.0000% | $706501.00         | $39877.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-02-01      | 2.5000%  | 0.0000% | $301158.00         | $50403.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-07-01      | 4.0000%  | 0.0000% | $358242.00         | $56429.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.5000%  | 0.0000% | $6681711.00        | $438509.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-07-01      | 3.0000%  | 0.0000% | $7400000.00        | $2021146.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.5000%  | 0.0000% | $3893020.00        | $842570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%  | 0.0000% | $74000.00          | $21236.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.0000%  | 0.0000% | $22897100.00       | $2007331.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 5.0000%  | 0.0000% | $1410000.00        | $150142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 3.5000%  | 0.0000% | $800000.00         | $45426.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 3.0000%  | 0.0000% | $1990200.00        | $168917.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 3.0000%  | 0.0000% | $3989270.00        | $505369.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 3.0000%  | 0.0000% | $2980250.00        | $360068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-01-01      | 3.0000%  | 0.0000% | $999000.00         | $178828.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.0000%  | 0.0000% | $3747920.00        | $515420.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 3.0000%  | 0.0000% | $8000000.00        | $1241185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-06-01      | 3.5000%  | 0.0000% | $101176.00         | $10569.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-07-01      | 4.0000%  | 0.0000% | $197000.00         | $12118.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.0000%  | 0.0000% | $3699987.00        | $331378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 3.5000%  | 0.0000% | $20583143.00       | $6410812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 5.0000%  | 0.0000% | $2837000.00        | $299024.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.0000%  | 0.0000% | $781306.00         | $44176.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%  | 0.0000% | $417090.00         | $62662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.0000%  | 0.0000% | $7639200.00        | $448939.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.0000%  | 0.0000% | $21340840.00       | $3197308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-06-01      | 4.0000%  | 0.0000% | $1275000.00        | $6621.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-04-01      | 3.5000%  | 0.0000% | $4599106.00        | $32662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $75990.00          | $7864.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 3.5000%  | 0.0000% | $80000.00          | $8813.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 3.5000%  | 0.0000% | $52000.00          | $5099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 3.0000%  | 0.0000% | $70000.00          | $6308.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.5000%  | 0.0000% | $1430940.00        | $265385.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%  | 0.0000% | $213999.00         | $52796.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 4.5000%  | 0.0000% | $101000.00         | $25959.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-10-01      | 3.0000%  | 0.0000% | $7898000.00        | $1980776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 3.5000%  | 0.0000% | $1164900.00        | $73355.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.0000%  | 0.0000% | $280260.00         | $43805.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $599000.00         | $167326.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 3.5000%  | 0.0000% | $246000.00         | $64322.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $929030.00         | $279698.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-08-01      | 3.5000%  | 0.0000% | $851650.00         | $7350.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $16503488.00       | $16713345.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 1.5000%  | 0.0000% | $5714768.00        | $4321391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-12-01      | 3.5000%  | 0.0000% | $599000.00         | $84962.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 3.5000%  | 0.0000% | $1263762.00        | $264782.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $1121803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $1558810.00        | $886504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.5000%  | 0.0000% | $59000.00          | $26066.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 1.5000%  | 0.0000% | $489000.00         | $264357.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 2.0000%  | 0.0000% | $3731990.00        | $2041761.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 1.0000%  | 0.0000% | $17421.00          | $10008.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 3.0000%  | 0.0000% | $2798535.00        | $1793016.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 5.5000%  | 0.0000% | $7952371.00        | $7160699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $58136.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $3556000.00        | $1707591.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $14295031.00       | $6719079.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $8953000.00        | $4848536.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1024.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1620456.00        | $1014365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $8504000.00        | $6130454.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $20379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 2.5000%  | 0.0000% | $338000.00         | $234437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $3904000.00        | $2864787.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $709850.00         | $532039.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $49000.00          | $35336.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $2093328.00        | $1472395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $55000.00          | $48122.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $9135946.00        | $6260146.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1702000.00        | $1129269.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $9857882.00        | $7740078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $2600010.00        | $2022167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $78450.00          | $70697.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $15000.00          | $12954.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%  | 0.0000% | $1528130.00        | $1196668.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $7648030.00        | $6604674.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $10677537.00       | $9143232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 4.5000%  | 0.0000% | $2998000.00        | $2562802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $20394193.00       | $15156120.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $14354000.00       | $9672620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $29463007.00       | $25989815.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $25556.00          | $21082.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $53638409.00       | $47290565.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $38050436.00       | $34224339.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $28000.00          | $24730.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $434010.00         | $408174.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $2327190.00        | $2028829.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $899000.00         | $838513.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%  | 0.0000% | $78443355.00       | $68929416.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $37400000.00       | $36060106.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 4.0000%  | 0.0000% | $21012280.00       | $2832598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $253919.00         | $38046.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 2.5000%  | 0.0000% | $126815000.00      | $28753332.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $6992070.00        | $2937189.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $2698372.00        | $2605025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 4.0000%  | 0.0000% | $6537000.00        | $1799113.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $18190016.00       | $6838363.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $2189030.00        | $1090777.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $5900000.00        | $3992678.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $1050696.00        | $569525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $3889000.00        | $2288083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 1.5000%  | 0.0000% | $1154000.00        | $685009.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $16140.00          | $10276.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $202303667.00      | $134170146.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $202551.00         | $135229.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $191494918.00      | $127847806.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $2588489.00        | $1880677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $37441955.00       | $29214959.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $7000.00           | $5181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $809000.00         | $625169.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $215000.00         | $172095.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 2.5000%  | 0.0000% | $1165280.00        | $858874.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $582000.00         | $452943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.5000%  | 0.0000% | $8316451.00        | $6694153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $20210.00          | $16503.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.0000%  | 0.0000% | $5830.00           | $5249.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $111649856.00      | $92342683.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $41000.00          | $34388.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $4837020.00        | $2580087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $3022820.00        | $2154353.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $7255000.00        | $5972565.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $66405263.00       | $50818838.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $308481779.00      | $261319745.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $20883970.00       | $13857728.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $21110634.00       | $14756590.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $7973529.00        | $7386598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.0000%  | 0.0000% | $10198621.00       | $9255202.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $13421000.00       | $11316238.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 3.5000%  | 0.0000% | $58437020.00       | $53203192.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $41747.00          | $39389.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $126319.00         | $108460.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 3.5000%  | 0.0000% | $17139450.00       | $15153194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 3.5000%  | 0.0000% | $13268408.00       | $11554502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $5093890.00        | $4057590.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $4749000.00        | $3977877.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $53783147.00       | $41717851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $46600.00          | $34261.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-06-01      | 2.5000%  | 0.0000% | $1300833.00        | $32306.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 2.5000%  | 0.0000% | $445000.00         | $43928.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.0000%  | 0.0000% | $47001.00          | $14759.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-06-01      | 3.5000%  | 0.0000% | $2549000.00        | $505780.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $4787740.00        | $1168233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 3.5000%  | 0.0000% | $982000.00         | $266864.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $38000.00          | $9016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%  | 0.0000% | $997010.00         | $239170.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.0000%  | 0.0000% | $8596980.00        | $1983186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%  | 0.0000% | $198120.00         | $87353.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $3347030.00        | $1423081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%  | 0.0000% | $11838864.00       | $7449872.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1341000.00        | $650993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $139940.00         | $88619.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $99000.00          | $54887.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $4919000.00        | $2596130.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $120252.00         | $75745.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $25164619.00       | $15663254.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $3708043.00        | $2478508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $2351766.00        | $1656136.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $91000.00          | $63216.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $2899000.00        | $1921458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $3346715.00        | $2239529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $5400218.00        | $3704884.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $199000.00         | $127639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2855143.00        | $1918092.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $2548840.00        | $1628722.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $29263.00          | $21696.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $550000.00         | $390930.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $71984.00          | $48462.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 1.5000%  | 0.0000% | $65446.00          | $27386.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $3941750.00        | $2542185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $3498000.00        | $2469023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $19399000.00       | $11453780.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $990000.00         | $773527.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $330181.00         | $259713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $804283.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $466000.00         | $290902.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.0000%  | 0.0000% | $148070.00         | $112723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $607165.00         | $475285.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $898050.00         | $697696.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.0000%  | 0.0000% | $3393930.00        | $2759579.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $4871802.00        | $3312979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $4913360.00        | $2979200.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $613115.00         | $394356.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $2375090.00        | $1728825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $637280.00         | $599243.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $2002662.00        | $1694195.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $4775000.00        | $3234595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $2299000.00        | $1925523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $96800.00          | $53550.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $25233.00          | $24674.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $2483880.00        | $2093000.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $399000.00         | $363763.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $398000.00         | $315194.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 2.0000%  | 0.0000% | $27241.00          | $20278.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $99900.00          | $66970.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $3448977.00        | $3235506.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $6199522.00        | $5224130.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $373985.00         | $299818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 4.0000%  | 0.0000% | $1106727.00        | $1033477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $9169780.00        | $7056489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 4.0000%  | 0.0000% | $1098722.00        | $1033574.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $175822.00         | $168558.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1004474.00        | $943653.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $542137.00         | $536726.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $37607.00          | $33356.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $139190.00         | $126211.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $523627.00         | $488544.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 5.0000%  | 0.0000% | $2905667.00        | $2942911.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.0000%  | 0.0000% | $250000.00         | $102635.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 1.5000%  | 0.0000% | $25000.00          | $13360.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $3004670.00        | $1325763.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 2.0000%  | 0.0000% | $2487851.00        | $1389067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-03-01      | 1.5000%  | 0.0000% | $1515801.00        | $927516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 2.0000%  | 0.0000% | $99087.00          | $60153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 3.0000%  | 0.0000% | $1284356.00        | $603119.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.5000%  | 0.0000% | $2315907.00        | $1134109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 2.5000%  | 0.0000% | $50259.00          | $25343.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $37368485.00       | $11532297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $2059500.00        | $1132660.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $17855000.00       | $10576820.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $14000.00          | $9868.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $50000.00          | $29773.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 4.0000%  | 0.0000% | $44386.00          | $23249.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $28802.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $1925000.00        | $1191568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $220000.00         | $139444.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $3800000.00        | $2281292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $2069126.00        | $1246769.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $2164315.00        | $1339217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $3256712.00        | $2204692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $1173070.00        | $841557.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $25110.00          | $17061.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $57785.00          | $43864.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $6640000.00        | $4736931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $253050.00         | $186353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $997607.00         | $736944.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $147980.00         | $124223.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $278253.00         | $230120.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $4334627.00        | $3548945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $75000000.00       | $66715169.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1309532.00        | $1082392.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $188292154.00      | $145809574.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 5.0000%  | 0.0000% | $199000.00         | $186587.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 6.0000%  | 0.0000% | $2386577.00        | $2330228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 5.5000%  | 0.0000% | $32903192.00       | $33511833.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 2.5000%  | 0.0000% | $24978000.00       | $14457100.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $8452449.00        | $4211599.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $5034770.00        | $2437347.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $196093.00         | $98417.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.0000%  | 0.0000% | $5434166.00        | $2729700.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 2.0000%  | 0.0000% | $2160778.00        | $1111078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-06-01      | 2.5000%  | 0.0000% | $181595.00         | $97718.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 5.0000%  | 0.0000% | $891650.00         | $880926.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 5.0000%  | 0.0000% | $3895639.00        | $3603380.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 5.0000%  | 0.0000% | $26533.00          | $12930.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 5.0000%  | 0.0000% | $261000.00         | $220096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-09-01      | 5.5000%  | 0.0000% | $1665317.00        | $1594341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $2002550.00        | $1872150.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-06-01      | 4.5000%  | 0.0000% | $1406287.00        | $1279708.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 5.0000%  | 0.0000% | $4997349.00        | $4659543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 5.0000%  | 0.0000% | $7930.00           | $7497.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%  | 0.0000% | $2000000.00        | $558265.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%  | 0.0000% | $1296097.00        | $1066904.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $20195509.00       | $18542886.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1023994.00        | $1001671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $3071052.00        | $2970326.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $3063900.00        | $2768687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $14037.00          | $8466.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $2242274.00        | $1970083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.0000%  | 0.0000% | $741911.00         | $682919.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.0000%  | 0.0000% | $545481.00         | $536852.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.0000%  | 0.0000% | $1128912.00        | $833294.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 3.0000%  | 0.0000% | $9012000.00        | $5222379.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-10-01      | 3.0000%  | 0.0000% | $1553500.00        | $952923.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.5000%  | 0.0000% | $2256703.00        | $1920477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-01-01      | 4.0000%  | 0.0000% | $485504.00         | $446062.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 6.0000%  | 0.0000% | $1443597.00        | $1314318.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 4.5000%  | 0.0000% | $1274530.00        | $1240683.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $1070889.00        | $1040051.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 5.5000%  | 0.0000% | $1707355.00        | $1742942.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 3.5000%  | 0.0000% | $1029354.00        | $998400.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 4.0000%  | 0.0000% | $550802.00         | $541887.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $146907248.00      | $114706806.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-12-01      | 5.5000%  | 0.0000% | $75325628.00       | $185016.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 6.5000%  | 0.0000% | $1183400.00        | $14792.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 5.5000%  | 0.0000% | $6841000.00        | $30881.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $243400.00         | $69247.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $45288.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $23392.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 3.5000%  | 0.0000% | $4087136.00        | $340839.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $5354110.00        | $659859.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 2.5000%  | 0.0000% | $1100000.00        | $117476.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 4.0000%  | 0.0000% | $314000.00         | $21484.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 5.0000%  | 0.0000% | $1018100.00        | $89510.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.0000%  | 0.0000% | $13000000.00       | $1036024.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $545714.00         | $500487.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $912696.00         | $838509.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $26938.00          | $5591.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $2918500.00        | $531378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $41401.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 2.0000%  | 0.0000% | $1741536.00        | $143169.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-09-01      | 4.0000%  | 0.0000% | $108100.00         | $5213.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $144000.00         | $12036.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 4.0000%  | 0.0000% | $11842042.00       | $1612382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-07-01      | 2.5000%  | 0.0000% | $86000.00          | $8380.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 2.5000%  | 0.0000% | $277000.00         | $28470.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $25000.00          | $5174.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 2.5000%  | 0.0000% | $631000.00         | $96782.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $237000.00         | $32764.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.0000%  | 0.0000% | $248000.00         | $40186.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 3.0000%  | 0.0000% | $50000.00          | $5250.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 2.5000%  | 0.0000% | $93000.00          | $14359.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $258060.00         | $45536.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.0000%  | 0.0000% | $454629.00         | $97289.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-04-01      | 2.5000%  | 0.0000% | $283600.00         | $18681.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 5.5000%  | 0.0000% | $8433000.00        | $9347.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 5.5000%  | 0.0000% | $1640360.00        | $5024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $2498000.00        | $1756627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.5000%  | 0.0000% | $1929045.00        | $1549150.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $4411004.00        | $3124976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $502670.00         | $222507.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $7521352.00        | $5997500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $189470.00         | $189053.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $64194.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $28231.00          | $24519.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $2416539.00        | $2373815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $5237909.00        | $4842988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 5.5000%  | 0.0000% | $1300398.00        | $1217505.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $184731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $61906.00          | $61249.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $5659755.00        | $5913526.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $228405.00         | $225598.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $427596.00         | $394234.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $7980.00           | $6041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $64000.00          | $33326.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1621580.00        | $1606944.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1498000.00        | $1449751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $6880.00           | $6692.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $374000.00         | $359647.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1097516.00        | $1062307.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.5000%  | 0.0000% | $46938.00          | $44054.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3470659.00        | $3572386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $4825602.00        | $3591725.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $62801.00          | $61061.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $4442260.00        | $4125332.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 5.0000%  | 0.0000% | $1511166.00        | $1333122.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.0000%  | 0.0000% | $1369334.00        | $1325498.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $3112909.00        | $3228241.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1010.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $4121085.00        | $3623284.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 6.5000%  | 0.0000% | $974700.00         | $751875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $3614678.00        | $3683489.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $20179530.00       | $18811332.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $4418918.00        | $4523050.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $6350261.00        | $5009623.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $3868010.00        | $3373382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1635158.00        | $1536809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.5000%  | 0.0000% | $1249350.00        | $1225621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $5765587.00        | $5693993.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2520190.00        | $2628564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $112283.00         | $100533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2817096.00        | $2562513.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1017966.00        | $1021639.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 5.0000%  | 0.0000% | $1430500.00        | $1408896.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1132948.00        | $1163809.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1006345.00        | $1025411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $7989626.00        | $6742041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $6020323.00        | $5684536.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1335155.00        | $1386078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $507461.00         | $520518.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $6506156.00        | $6416874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1611676.00        | $1680337.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1533253.00        | $1585879.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1886486.00        | $1952675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $6992562.00        | $6648906.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.5000%  | 0.0000% | $4590675.00        | $4160776.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1004.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1420719.00        | $1424110.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.5000%  | 0.0000% | $5232432.00        | $5253116.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $2488506.00        | $2560114.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 7.5000%  | 0.0000% | $1000.00           | $1081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $2367725.00        | $2295386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1114614.00        | $733626.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $2492640.00        | $2588977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $1297023.00        | $1351152.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1952390.00        | $1335104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $2077817.00        | $2106677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $5052964.00        | $5091710.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1057220.00        | $1083445.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $40035498.00       | $39667604.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $43358410.00       | $39243169.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $2137912.00        | $2151212.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1035700.00        | $1081073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $16733.00          | $17561.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1573026.00        | $1587786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1028586.00        | $1035340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 5.5000%  | 0.0000% | $1936055.00        | $1946823.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $5976.00           | $6032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1128800.00        | $1176238.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1848694.00        | $1925527.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1883656.00        | $1894850.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2601577.00        | $2696956.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1550441.00        | $1541329.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $3154006.00        | $3285909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $3416464.00        | $3363473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2592848.00        | $2643561.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 6.5000%  | 0.0000% | $7831.00           | $8034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $4753730.00        | $4873806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1545002.00        | $1594169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1178304.00        | $1227111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 7.5000%  | 0.0000% | $504312.00         | $538281.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $5190393.00        | $5089225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3389836.00        | $2713287.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.5000%  | 0.0000% | $3169099.00        | $3353490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.5000%  | 0.0000% | $1203574.00        | $1279406.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1081.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1207600.00        | $1216057.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1040797.00        | $1050491.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1550350.00        | $1609194.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1053816.00        | $1038272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $20334606.00       | $20043335.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $18578524.00       | $18836166.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $3921618.00        | $3746341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $14156797.00       | $13107127.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4379294.00        | $3973608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1057104.00        | $1100552.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $31550000.00       | $30893426.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $11990.00          | $9981.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1133720.00        | $1132847.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4707535.00        | $4816870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $4427985.00        | $4554288.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1278430.00        | $1283754.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 6.0000%  | 0.0000% | $1869731.00        | $1915443.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $5082856.00        | $5251607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $2354799.00        | $2420681.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1882200.00        | $1955261.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $2702563.00        | $2697500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $6934.00           | $7127.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $560002.00         | $576496.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2081820.00        | $2106428.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $50038830.00       | $51745407.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $24444099.00       | $25269147.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $3672338.00        | $3783151.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1005251.00        | $1039638.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $4799878.00        | $4881806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $4019405.00        | $4128493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1479175.00        | $1537729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1019866.00        | $1068277.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.0000%  | 0.0000% | $1021.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1460967.00        | $1549499.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1272469.00        | $1306560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 4.0000%  | 0.0000% | $1573519.00        | $1507951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1319591.00        | $1348734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3521973.00        | $3614056.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $844698.00         | $704711.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1246490.00        | $1281147.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1287500.00        | $901718.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2733650.00        | $2055259.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $2907274.00        | $2989405.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2219600.00        | $2302887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $6822688.00        | $7105946.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $5102066.00        | $5226404.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $19001860.00       | $19339789.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1817501.00        | $1912645.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $2811570.00        | $2728880.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $17429936.00       | $17822340.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $3728874.00        | $3836701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2357481.00        | $2484870.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $978310.00         | $986775.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2303830.00        | $2391760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1055543.00        | $1060598.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $2018041.00        | $2058700.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $3396053.00        | $3467608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $14762.00          | $14858.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1057938.00        | $1110692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1730130.00        | $1737242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $1803483.00        | $1843628.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2155233.00        | $2250245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $5263903.00        | $5428364.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $7950.00           | $7999.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $6500927.00        | $6692179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $1129340.00        | $1155557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2764266.00        | $2772355.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1473168.00        | $1481732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $3802588.00        | $3920471.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2960795.00        | $3091725.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2335136.00        | $2440951.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1377009.00        | $1388170.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $2634610.00        | $2652479.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $1045802.00        | $1079093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1275966.00        | $1318907.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1285899.00        | $1323745.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $11760.00          | $12322.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $5017709.00        | $5041656.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1065061.00        | $1069542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.0000%  | 0.0000% | $1105998.00        | $1121921.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $8913906.00        | $8947145.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1460555.00        | $1239075.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $34587678.00       | $35418027.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1800002.00        | $1774990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1258730.00        | $860020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1866313.00        | $1974263.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $10815.00          | $11292.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $4345043.00        | $4470485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 7.0000%  | 0.0000% | $2633948.00        | $2781771.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2561292.00        | $2660412.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1943012.00        | $1997751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $2206700.00        | $2323596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1146374.00        | $1209627.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1359025.00        | $1412817.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1796872.00        | $1828770.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $7278708.00        | $7488960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1419332.00        | $1481039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1308849.00        | $1362959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $981101.00         | $1021006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2144984.00        | $2201969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $2006715.00        | $2086459.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1164808.00        | $1211098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1564306.00        | $1623084.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2872316.00        | $2892134.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $4998.00           | $5042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $9994393.00        | $10255017.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $4985284.00        | $5190618.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $4746885.00        | $4800221.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1672378.00        | $1713758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1145942.00        | $1180285.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1069933.00        | $1120404.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $4973.00           | $5061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 6.5000%  | 0.0000% | $1183604.00        | $1243521.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $2117707.00        | $2239294.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1501372.00        | $1565419.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1587933.00        | $1656611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1159430.00        | $1169247.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1179457.00        | $1191333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $5085734.00        | $5114302.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $6156678.00        | $6296570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $4103100.00        | $4182897.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $6207.00           | $6249.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $2401475.00        | $2435593.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1372900.00        | $1423914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1100350.00        | $1113881.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1156800.00        | $1166595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $2413489.00        | $2487306.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 5.5000%  | 0.0000% | $939766.00         | $968012.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $6904827.00        | $7025289.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $6152890.00        | $6458664.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $12028656.00       | $12626432.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1976.00           | $1995.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2167883.00        | $2224348.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.0000%  | 0.0000% | $90000.00          | $12858.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $2039258.00        | $860550.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-06-01      | 4.5000%  | 0.0000% | $700000.00         | $170777.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-09-01      | 3.0000%  | 0.0000% | $2562000.00        | $1682665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-06-01      | 2.5000%  | 0.0000% | $797000.00         | $538124.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2063-09-01      | 2.5000%  | 0.0000% | $1008.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $6765652.00        | $1942557.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $56648000.00       | $8646989.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $11399000.00       | $4346925.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $5263907.00        | $1184758.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.0000%  | 0.0000% | $3399920.00        | $1437526.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-12-01      | 3.0000%  | 0.0000% | $10000000.00       | $1210570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $174000.00         | $45691.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $4002000.00        | $763603.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 5.5000%  | 0.0000% | $309000.00         | $78555.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.0000%  | 0.0000% | $52000.00          | $5646.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $17854688.00       | $6037690.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $41000.00          | $7292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1394336.00        | $839356.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $3899000.00        | $1374284.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $100000.00         | $18448.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $10077290.00       | $3513234.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $11611084.00       | $7447072.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $32329850.00       | $16759343.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $5430840.00        | $3154153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $29000.00          | $13766.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $200000.00         | $117857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $8245364.00        | $4955713.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $6990112.00        | $3812923.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $23570.00          | $10721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $2000000.00        | $1145803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $3665453.00        | $2074174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1552000.00        | $887625.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1937500.00        | $892384.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $2133000.00        | $1057965.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.0000%  | 0.0000% | $5000000.00        | $2370513.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 1.5000%  | 0.0000% | $1850460.00        | $1143305.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1757952.00        | $1093887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 1.5000%  | 0.0000% | $1379880.00        | $905559.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $159660.00         | $101945.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $298100.00         | $193870.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 1.5000%  | 0.0000% | $1511924.00        | $1010227.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $681000.00         | $456108.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $154758.00         | $105796.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $219198.00         | $183057.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $5813000.00        | $4914210.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $26239102.00       | $18543632.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $3231660.00        | $3054453.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $2972228.00        | $2810677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $329906.00         | $220300.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $2840711.00        | $1787148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $203542.00         | $141330.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $3639130.00        | $3492979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 4.0000%  | 0.0000% | $2650523.00        | $2515852.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.0000%  | 0.0000% | $2772820.00        | $2632135.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $2488584.00        | $2497083.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $38000.00          | $24718.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $3624540.00        | $2192438.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $2430170.00        | $1643739.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $6244000.00        | $3993284.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $5980.00           | $4212.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $2272548.00        | $2343835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $2578867.00        | $2646660.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $2509068.00        | $2588317.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $2669126.00        | $2814502.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $6003412.00        | $6171899.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $2611651.00        | $2729703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.0000%  | 0.0000% | $5718018.00        | $5469380.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $2700760.00        | $2602199.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $2668397.00        | $2224179.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1034933.00        | $1050174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $16225870.00       | $15818219.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $6019893.00        | $6248778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $3404000.00        | $3086479.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $2222843.00        | $2287757.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $4593444.00        | $4680206.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $3145322.00        | $3309003.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $4658702.00        | $4798002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $11025392.00       | $11345812.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $10529771.00       | $10981740.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $5647701.00        | $3831447.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $9274000.00        | $6541411.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $8040.00           | $5408.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $3364812.00        | $1990495.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $6381451.00        | $4597197.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $172202.00         | $128540.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $480743.00         | $321452.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $491880.00         | $319778.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.0000%  | 0.0000% | $367285.00         | $245722.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $22612539.00       | $17586357.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 1.5000%  | 0.0000% | $1452881.00        | $1032430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $200700.00         | $132126.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $2412109.00        | $1669373.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $372980.00         | $248907.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $246480.00         | $152527.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $5177200.00        | $2826501.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $454093.00         | $426471.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $3607630.00        | $1912595.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $1500.00           | $1208.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $203960.00         | $183460.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $295959.00         | $217401.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1401158.00        | $1148330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 3.5000%  | 0.0000% | $1314160.00        | $1035018.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $72550.00          | $53941.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1613.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1549250.00        | $767672.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $2020000.00        | $1447342.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $2998000.00        | $2564730.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.5000%  | 0.0000% | $3198410.00        | $1052096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $2775580.00        | $1059940.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $2241456.00        | $870092.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $93000.00          | $11548.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $2300.00           | $185.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $8199000.00        | $1878400.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 3.0000%  | 0.0000% | $14490519.00       | $1554460.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $24994713.00       | $4030460.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $71000.00          | $18176.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $212000.00         | $50052.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $399000.00         | $114409.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.0000%  | 0.0000% | $7385334.00        | $2388692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $7656427.00        | $2862055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $2020.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $568000.00         | $302935.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1772.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1226753.00        | $641712.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $36000.00          | $20066.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $400000.00         | $212094.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.5000%  | 0.0000% | $621437.00         | $265727.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 2.5000%  | 0.0000% | $629096.00         | $264105.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $4225019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.5000%  | 0.0000% | $4998050.00        | $2422155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $230000.00         | $129349.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $547000.00         | $306238.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $18558426.00       | $9355087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1996000.00        | $1190874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $550000.00         | $331185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $8126894.00        | $4527541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $5072984.00        | $2709351.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $30000.00          | $18672.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $380000.00         | $217437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $7028686.00        | $3622569.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $55573.00          | $28319.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $10128205.00       | $6643583.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $5000000.00        | $3167761.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1797000.00        | $1106365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $42877572.00       | $26398579.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $62340.00          | $40008.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $3138015.00        | $2091696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1600000.00        | $954725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $499000.00         | $336090.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 1.5000%  | 0.0000% | $128040.00         | $76845.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $2720180.00        | $1697481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $95860.00          | $60427.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $3937300.00        | $2565514.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $16100.00          | $10653.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $198380.00         | $150093.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $4624000.00        | $3337053.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $10719000.00       | $7930039.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $124000.00         | $81874.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $4384253.00        | $2800569.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $655990.00         | $438367.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $20110.00          | $13161.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.0000%  | 0.0000% | $1930175.00        | $1150336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $2383786.00        | $1556098.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $467273.00         | $288343.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $328530.00         | $242942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $3326000.00        | $2269952.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $500000.00         | $366027.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $733000.00         | $464206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $5665060.00        | $4197433.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $7837965.00        | $5684538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $687000.00         | $504046.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $45045.00          | $33856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1612269.00        | $1168892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $15238692.00       | $11353287.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $7634172.00        | $5961365.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $697140.00         | $554445.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1010.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $96050.00          | $76110.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $326702.00         | $260382.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $11406000.00       | $8353856.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $772000.00         | $629829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $2840300.00        | $2369196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $5000000.00        | $4135552.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $499000.00         | $399212.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $6000000.00        | $3932184.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $50000.00          | $38185.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $26025233.00       | $21677548.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $457000.00         | $394857.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $488040.00         | $395723.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $643160.00         | $551235.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $33000.00          | $28000.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $324710.00         | $270021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.0000%  | 0.0000% | $65275.00          | $56341.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $100775566.00      | $93393552.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1550000.00        | $1353217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%  | 0.0000% | $5685000.00        | $3895581.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.0000%  | 0.0000% | $89249.00          | $77178.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $3995050.00        | $3813796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $36919706.00       | $19636141.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1604040.00        | $1300807.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $5025910.00        | $3726701.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $993335.00         | $874265.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $248000.00         | $165190.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1701782.00        | $1164378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $10150778.00       | $6865508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2080000.00        | $2020118.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $82000.00          | $76433.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $21678680.00       | $21055449.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $3231418.00        | $3032632.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 5.5000%  | 0.0000% | $4377581.00        | $3825493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.0000%  | 0.0000% | $1523470.00        | $1502093.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $10000.00          | $9410.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2210000.00        | $2166477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $55338981.00       | $52362549.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $78703196.00       | $69367851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.5000%  | 0.0000% | $3000000.00        | $2534144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $67281399.00       | $57533469.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $70000.00          | $66781.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1912790.00        | $1708487.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.0000%  | 0.0000% | $6160000.00        | $5681225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 2.5000%  | 0.0000% | $16506007.00       | $14107415.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $28465830.00       | $25384123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $18687490.00       | $16456967.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $25235171.00       | $25126605.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $2546234.00        | $2385887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $22232750.00       | $20443227.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $4643502.00        | $4328545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $31314227.00       | $26156039.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $23895440.00       | $19485872.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $19028154.00       | $19269696.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $26996040.00       | $21436048.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $6783411.00        | $6434360.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $14362100.00       | $14085198.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $8157988.00        | $7123614.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $37920101.00       | $36162642.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $2255659.00        | $2165977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $18674960.00       | $17808811.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $20893814.00       | $19066301.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $6010.00           | $5561.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.5000%  | 0.0000% | $7601618.00        | $6963474.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $28809696.00       | $29118903.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 4.5000%  | 0.0000% | $56894317.00       | $56607456.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $73455224.00       | $66313981.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $5952888.00        | $5428439.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 4.5000%  | 0.0000% | $42776161.00       | $42368162.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $9294722.00        | $9743564.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $6102413.00        | $5342955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $13094247.00       | $13133399.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $37305743.00       | $38168364.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $61149245.00       | $55410694.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $50183540.00       | $49567788.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $5454630.00        | $5420629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $93505801.00       | $95487112.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $246100.00         | $208208.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $17766721.00       | $18147700.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $28564.00          | $25444.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $78357158.00       | $80481234.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 5.5000%  | 0.0000% | $6346985.00        | $6466232.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.0000%  | 0.0000% | $6306277.00        | $6490650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $8770000.00        | $8604144.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $77631955.00       | $79663686.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $60112702.00       | $61698270.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $11889526.00       | $11493829.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $8922454.00        | $8252863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $112544.00         | $92755.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $188591605.00      | $175230833.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $18814370.00       | $17503554.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 3.5000%  | 0.0000% | $156901888.00      | $145978849.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $24966050.00       | $23701569.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $30312824.00       | $30396427.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.0000%  | 0.0000% | $1008.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $4293940.00        | $808230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $90822.00          | $22024.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%  | 0.0000% | $54000.00          | $10703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 2.5000%  | 0.0000% | $598000.00         | $147154.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.0000%  | 0.0000% | $116000.00         | $14215.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 3.0000%  | 0.0000% | $43760.00          | $7701.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $5584900.00        | $2084315.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $5861280.00        | $1703806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $4130000.00        | $1083806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 2.5000%  | 0.0000% | $200000.00         | $49711.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.5000%  | 0.0000% | $9522460.00        | $2123655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $282555.00         | $118811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $59000.00          | $9023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $27802279.00       | $9263767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $149000.00         | $74226.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $37000.00          | $7900.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $332000.00         | $150151.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 3.0000%  | 0.0000% | $50000.00          | $13771.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1284288.00        | $691424.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $5097010.00        | $2740659.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $1040.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $43335.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $31000.00          | $11495.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $448.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%  | 0.0000% | $294970.00         | $85939.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $3897010.00        | $1629883.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $800000.00         | $372969.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $2297000.00        | $688714.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $4761390.00        | $2527032.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1969.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.0000%  | 0.0000% | $16091604.00       | $6637829.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $300000.00         | $139980.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $1797395.00        | $829272.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $400000.00         | $190157.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.5000%  | 0.0000% | $6228010.00        | $3146245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $2746650.00        | $1578650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $54865976.00       | $35136658.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $39147.00          | $26219.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1897880.00        | $1203689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 1.5000%  | 0.0000% | $1108716.00        | $669836.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $53580.00          | $33931.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1365618.00        | $957020.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $2306000.00        | $1439588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $76818054.00       | $54579553.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $30000.00          | $19544.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $13178238.00       | $8036313.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 1.5000%  | 0.0000% | $1105464.00        | $681313.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $878000.00         | $672492.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.0000%  | 0.0000% | $20478989.00       | $13312420.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $27377261.00       | $17693874.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $30200.00          | $23190.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.5000%  | 0.0000% | $5655100.00        | $3355710.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1766860.00        | $1363330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $79580.00          | $47643.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $597470.00         | $468542.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $117640.00         | $83952.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $17700925.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $652470.00         | $459586.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $671930.00         | $493823.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1950000.00        | $1438910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.0000%  | 0.0000% | $1145811.00        | $836942.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $53010.00          | $41235.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $46284.00          | $36539.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1287124.00        | $978256.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $2990.00           | $2424.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $975580.00         | $743731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $4030.00           | $2851.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $3160940.00        | $2554303.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 2.5000%  | 0.0000% | $239340.00         | $176444.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $9125694.00        | $6760341.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $5990.00           | $4862.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $115914.00         | $100920.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $3669690.00        | $2724938.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 1.5000%  | 0.0000% | $2653152.00        | $1919618.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $74317.00          | $60153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $4877650.00        | $3597051.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $67618.00          | $48897.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1899000.00        | $1399326.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $293820.00         | $239955.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $990910.00         | $725224.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $68382615.00       | $57245623.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $57153289.00       | $48497464.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $84930.00          | $73964.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $139000.00         | $119308.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $6250920.00        | $4664265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $51000.00          | $45177.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $195020.00         | $171260.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $27787742.00       | $24973123.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.5000%  | 0.0000% | $112448277.00      | $73646731.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $692923.00         | $620898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $62813791.00       | $54382800.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $4330950.00        | $3965449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $20580.00          | $18953.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $77622303.00       | $78323690.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.0000%  | 0.0000% | $2795810.00        | $2300449.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $116053.00         | $90571.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $1180094.00        | $11923.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%  | 0.0000% | $3352714.00        | $420626.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 4.5000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.5000%  | 0.0000% | $6130800.00        | $121950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.0000%  | 0.0000% | $4970748.00        | $594177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 4.0000%  | 0.0000% | $92847.00          | $9498.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $9912000.00        | $1063288.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.5000%  | 0.0000% | $19420700.00       | $1474545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $1178906.00        | $741184.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $8010.00           | $5083.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $638980.00         | $395897.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1015.00           | $644.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 1.5000%  | 0.0000% | $2031000.00        | $1298123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 1.5000%  | 0.0000% | $461391.00         | $274290.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 2.5000%  | 0.0000% | $433000.00         | $102080.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.0000%  | 0.0000% | $124690.00         | $14824.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $190489.00         | $71554.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1999000.00        | $879984.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 1.5000%  | 0.0000% | $1000000.00        | $568088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 2.0000%  | 0.0000% | $1024.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1008.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $28030.00          | $25100.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $591770.00         | $437819.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.5000%  | 0.0000% | $132633.00         | $119956.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $821160.00         | $618408.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $33989120.00       | $28657593.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $87460.00          | $54891.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $24454656.00       | $20854004.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.5000%  | 0.0000% | $93483.00          | $51054.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 1.5000%  | 0.0000% | $425830.00         | $271781.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.0000%  | 0.0000% | $15422890.00       | $9126997.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $425360.00         | $306265.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $13970.00          | $8346.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $176960.00         | $117541.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.5000%  | 0.0000% | $1000000.00        | $674010.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $260930.00         | $195821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $27010.00          | $22378.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1489980.00        | $1110609.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $680624.00         | $569470.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1982660.00        | $1568167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $662000.00         | $435937.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $270000.00         | $214016.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $7047900.00        | $5873622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $958564.00         | $807843.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $54000.00          | $34840.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $25000.00          | $22265.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $8989980.00        | $7548495.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $15451250.00       | $11403188.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.0000%  | 0.0000% | $812490.00         | $677533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $9150.00           | $8265.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $3408073.00        | $1834432.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 4.5000%  | 0.0000% | $14080.00          | $12809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $23040.00          | $21543.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $48361063.00       | $43433241.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 3.5000%  | 0.0000% | $26337330.00       | $23628851.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 3.5000%  | 0.0000% | $438560.00         | $395679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $2500000.00        | $2199580.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.5000%  | 0.0000% | $1125636.00        | $983419.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 3.5000%  | 0.0000% | $52110400.00       | $46992666.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 4.0000%  | 0.0000% | $610869.00         | $573300.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $896910.00         | $851525.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1197968.00        | $1175085.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 6.5000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 5.5000%  | 0.0000% | $14176700.00       | $13566062.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 6.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%  | 0.0000% | $2860590.00        | $2759608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 3.5000%  | 0.0000% | $44022200.00       | $40837913.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $29660400.00       | $30056165.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.5000%  | 0.0000% | $4903300.00        | $4948338.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 5.5000%  | 0.0000% | $46140242.00       | $45824927.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 4.5000%  | 0.0000% | $1659570.00        | $1624346.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 3.5000%  | 0.0000% | $38914230.00       | $36157351.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 4.5000%  | 0.0000% | $30536331.00       | $30032237.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $135731421.00      | $136105768.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $17541935.00       | $17590316.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.5000%  | 0.0000% | $268138111.00      | $272817657.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1990808.00        | $2050490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 3.0000%  | 0.0000% | $345094.00         | $332992.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.5000%  | 0.0000% | $4939836.00        | $5152521.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $1864292.00        | $1845517.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $11521128.00       | $11566671.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.0000%  | 0.0000% | $11687315.00       | $11876404.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 5.5000%  | 0.0000% | $12094255.00       | $12435458.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 6.0000%  | 0.0000% | $1265491.00        | $1317833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.5000%  | 0.0000% | $10674067.00       | $10650424.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 7.5000%  | 0.0000% | $652194.00         | $694502.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 5.5000%  | 0.0000% | $589758.00         | $17483.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $897155.00         | $871088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $792380.00         | $676639.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $11215.00          | $10364.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $458.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $2729740.00        | $1159904.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $331404.00         | $303653.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $2220870.00        | $1672430.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2031420.00        | $1409660.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $1032564.00        | $1041142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1971990.00        | $1609517.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $24992187.00       | $25862258.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $27170.00          | $26706.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1119676.00        | $1161677.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1054030.00        | $1097846.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $2809871.00        | $2946597.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $6828427.00        | $6674167.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $7500.00           | $7356.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 4.5000%  | 0.0000% | $40546.00          | $39774.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1809372.00        | $1821826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $28680818.00       | $29142857.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $2191140.00        | $2192251.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1194501.00        | $1237675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $1498702.00        | $1578321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $4970.00           | $5015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.5000%  | 0.0000% | $5940.00           | $6228.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $22750205.00       | $20238177.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $4907338.00        | $5139464.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1040050.00        | $1066258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1181684.00        | $1225648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $354483.00         | $372211.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 4.5000%  | 0.0000% | $1053582.00        | $1039548.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1121800.00        | $1140796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1163349.00        | $1198166.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $12239111.00       | $12279274.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1568851.00        | $1611304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $10725.00          | $10837.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $1953232.00        | $1999736.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1277294.00        | $1314602.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $498740.00         | $476475.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $3164192.00        | $3269336.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1016000.00        | $998815.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $4873341.00        | $5014673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $996061.00         | $1006899.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1533720.00        | $1546908.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $2331360.00        | $2377390.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $399328.00         | $402762.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1552460.00        | $1565810.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $2087405.00        | $2185248.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1291115.00        | $1350568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1503850.00        | $1516782.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.5000%  | 0.0000% | $1051728.00        | $1040270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1941450.00        | $1975321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1137910.00        | $1190782.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $2641613.00        | $2751171.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1012573.00        | $1021788.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $1121109.00        | $1138772.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1972199.00        | $1990150.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $10139529.00       | $10347329.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $1545900.00        | $1591340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1522710.00        | $1541458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1459205.00        | $1475534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $2023350.00        | $2041765.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $1538116.00        | $1551342.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $595000.00         | $510964.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $498000.00         | $450540.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $6921350.00        | $6252632.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $632671.00         | $608312.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1687498.00        | $1545889.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $70000.00          | $60564.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $683017.00         | $646820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.5000%  | 0.0000% | $437910.00         | $359713.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $7622270.00        | $6992632.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $19278120.00       | $17155678.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1040.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1552000.00        | $1541185.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $28015110.00       | $27659949.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $67449600.00       | $67282234.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $45875440.00       | $44342878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $27181060.00       | $27232629.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $1360888.00        | $1407992.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $50392192.00       | $52359985.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $100761280.00      | $102899794.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $66166144.00       | $64614942.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.0000%  | 0.0000% | $230777344.00      | $232877649.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $5354654.00        | $5473308.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.5000%  | 0.0000% | $15742160.00       | $16808235.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $17685060.00       | $16450378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $153125600.00      | $142343720.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $76565200.00       | $71140938.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $11404920.00       | $10610921.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 3.5000%  | 0.0000% | $32629764.00       | $30351228.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $135500000.00      | $140596968.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $9597104.00        | $9835055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $921.00            | 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   | 2054-08-01      | 6.0000%  | 0.0000% | $45000.00          | $41136.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $9493.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $983.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $9560070.00        | $8464337.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $713251.00         | $729168.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $39524200.00       | $40277502.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $7321165.00        | $7579990.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2718635.00        | $2619383.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $304554.00         | $304807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $234556653.00      | $234751315.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 6.0000%  | 0.0000% | $245640761.00      | $246684420.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 7.0000%  | 0.0000% | $5615635.00        | $5693055.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 4.0000%  | 0.0000% | $172138.00         | $164401.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 3.5000%  | 0.0000% | $8956710.00        | $8106743.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 3.5000%  | 0.0000% | $27640347.00       | $25169726.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 6.5000%  | 0.0000% | $1452184.00        | $1389549.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $553970.00         | $551161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $11207540.00       | $11044417.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 7.5000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 5.5000%  | 0.0000% | $60041762.00       | $60703238.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 3.5000%  | 0.0000% | $56724800.00       | $52640525.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 3.5000%  | 0.0000% | $50983872.00       | $47371920.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.0000%  | 0.0000% | $31306894.00       | $29972500.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 4.5000%  | 0.0000% | $10315477.00       | $10145189.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.0000%  | 0.0000% | $384251933.00      | $385311700.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 5.5000%  | 0.0000% | $380169433.00      | $386804150.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.0000%  | 0.0000% | $12188114.00       | $12546055.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-12-01      | 6.5000%  | 0.0000% | $605600.00         | $631674.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $3773919.00        | $3658509.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $71934918.00       | $66520230.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-08-01      | 4.5000%  | 0.0000% | $499950.00         | $474947.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.5000%  | 0.0000% | $1000.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 3.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-10-01      | 5.0000%  | 0.0000% | $21146095.00       | $20640297.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-11-01      | 4.5000%  | 0.0000% | $198811969.00      | $197916620.00      | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $251700.00         | $260281.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $14189300.00       | $10956336.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $500.00            | $491.00            | U.S. Treasuries (including strips) |

### Security 340: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D34, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR100D34779156JP
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2033-05-15      | 3.3750%  | 0.0000% | $1011670400.00     | $983497419.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $333607000.00      | $342953453.00      | U.S. Treasuries (including strips) |

### Security 341: FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D36, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D367791562NT
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $51232506.28       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $51232506.28       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $50633151.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $50633151.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $50633151.27       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $50000000.00       | $50633151.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47309781.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47309781.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $50000000.00       | $47309781.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.31       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47663804.33       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $51054211.78       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $51054211.78       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $51054211.78       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $50197858.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $50197858.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $9197800.00        | $9326397.53        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $50908839.29       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $50908839.27       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $31344200.00       | $31620084.94       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50440089.28       | U.S. Treasuries (including strips) |

### Security 342: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D3B, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D3B779156STA
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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   | 2053-06-01      | 5.0000%  | 0.0000% | $1003.00           | $954.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1042.00           | $847.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1611.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1016.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1041.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1002.00           | $803.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1001.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $2280089.00        | $22153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | 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      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $1001.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1956.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 3.5000%  | 0.0000% | $1000.00           | $346.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-02-01      | 3.5000%  | 0.0000% | $1006.00           | $300.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $292.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-09-01      | 3.0000%  | 0.0000% | $1000.00           | $410.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-11-01      | 4.0000%  | 0.0000% | $1001.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $332.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1006.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1002.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.5000%  | 0.0000% | $1003.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 7.5000%  | 0.0000% | $1001.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1234.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1003.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 2.5000%  | 0.0000% | $1024.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $515.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $22998342.00       | $11532925.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1280.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1007.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $6089854.00        | $3096035.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1120.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $10174870.00       | $5573438.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1045.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $5486714.00        | $2954070.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $70908974.00       | $38642745.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1300.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2390.00           | $1768.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1163.00           | $945.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1916.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $3038.00           | $2923.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $701.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1030.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1029.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1039.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1017.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%  | 0.0000% | $1031.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1051.00           | $1092.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $63167543.00       | $56021595.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $2024.00           | $1898.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1162964.00        | $990095.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1035.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $547262.00         | $515914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $1183.00           | $325.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-12-01      | 3.5000%  | 0.0000% | $1001.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $271.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 5.8500%  | 0.0000% | $1013.00           | $24.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 3.5000%  | 0.0000% | $13003.00          | $2304.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $13000.00          | $2506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.0000%  | 0.0000% | $1007.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1839.00           | $410.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $2014.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 4.5000%  | 0.0000% | $1014.00           | $294.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-12-01      | 3.5000%  | 0.0000% | $2708.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 3.5000%  | 0.0000% | $1023.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $1086.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1079.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $2112.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $7692.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.5000%  | 0.0000% | $1002.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $127.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 3.5000%  | 0.0000% | $2288.00           | $248.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.5000%  | 0.0000% | $1251.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 3.5000%  | 0.0000% | $1001.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%  | 0.0000% | $1200.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.5000%  | 0.0000% | $1027.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-07-01      | 6.0000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-08-01      | 3.0000%  | 0.0000% | $1007.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-03-01      | 3.5000%  | 0.0000% | $13002.00          | $1904.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 2.5000%  | 0.0000% | $6000.00           | $1843.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $4039432.00        | $3704102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 2.0000%  | 0.0000% | $360000.00         | $237026.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $402.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.5000%  | 0.0000% | $2008.00           | $1295.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $665.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 5.5000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $7011.00           | $4952.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1455.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1054.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1020.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1726.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1037.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1798.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $78082440.00       | $67297740.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $1031.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1001.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $12110.00          | $10717.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $2180.00           | $1924.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $908.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $4114.00           | $3587.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3661.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $1024.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $525330.00         | $427632.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1034.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1025.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $56014.00          | $48015.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $1988.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.0000%  | 0.0000% | $1006.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%  | 0.0000% | $3021.00           | $453.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1044.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $355.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 3.0000%  | 0.0000% | $1013.00           | $371.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $300.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $1001.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1046.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $8177275.00        | $6979786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $1117.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1113.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $531.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $562.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $371.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $3007.00           | $1871.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5341.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $1706000.00        | $1341005.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1036.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $4860.00           | $3595.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1001.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $139072.00         | $108941.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1015.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1601.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1221.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1965.00           | $1594.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3257.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1718.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1817.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%  | 0.0000% | $10066.00          | $8257.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $6000.00           | $4422.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2057.00           | $1737.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.0000%  | 0.0000% | $18000.00          | $16353.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $8192.00           | $5436.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $1004.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1002.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1046.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $8394400.00        | $7934137.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $3134.00           | $2738.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 4.5000%  | 0.0000% | $1024.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 4.0000%  | 0.0000% | $1004.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-10-01      | 4.5000%  | 0.0000% | $1049.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-02-01      | 4.0000%  | 0.0000% | $1005.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 3.5000%  | 0.0000% | $1055.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%  | 0.0000% | $1028.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $1009.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $182.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-11-01      | 4.0000%  | 0.0000% | $2027.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.5000%  | 0.0000% | $1011.00           | $252.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 4.5000%  | 0.0000% | $3072.00           | $444.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 7.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $288.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 3.5000%  | 0.0000% | $1026.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-20      | 5.8750%  | 0.0000% | $1003.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-20      | 5.0000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $1024.00           | $387.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $463.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $8009.00           | $4295.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $528.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1022.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1011.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.5000%  | 0.0000% | $6627614.00        | $5066554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1015.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1013.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1020.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1049.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $3521.00           | $2229.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1021.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $1008.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1170.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $692.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1185.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $6209.00           | $4041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 3.0000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1018.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1367.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $2960.00           | $2344.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1020.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $889.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1029.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1755598.00        | $1781239.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $479.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $8000.00           | $4550.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $1021.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1531.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $5200.00           | $3576.00           | 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   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $740.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $789.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $1359.00           | $1123.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $1009.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $2080.00           | $1761.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3817.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4834.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 5.0000%  | 0.0000% | $1001.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $449.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1051.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $101201.00         | $79924.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $1039.00           | $910.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $1003.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $1012.00           | $905.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1022112.00        | $1050675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $101218319.00      | $79032384.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 5.5000%  | 0.0000% | $7695182.00        | $23107.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 5.0000%  | 0.0000% | $25579.00          | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 3.5000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.0000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $67.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $1008.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $1137.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 3.5000%  | 0.0000% | $8000.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 4.0000%  | 0.0000% | $3000.00           | $263.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 3.5000%  | 0.0000% | $1149.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 4.0000%  | 0.0000% | $1002.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 8.0000%  | 0.0000% | $3000.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 3.5000%  | 0.0000% | $3002.00           | $317.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $188.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $267.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 4.0000%  | 0.0000% | $1142.00           | $103.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $100.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-07-01      | 3.5000%  | 0.0000% | $1120.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.5000%  | 0.0000% | $1024.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $2234147.00        | $2015477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.0000%  | 0.0000% | $1008.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $1052.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $162.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1025.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $2089.00           | $282.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.5000%  | 0.0000% | $1034.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 3.5000%  | 0.0000% | $1056.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1086.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $1023.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.0000%  | 0.0000% | $1024.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1008.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $237.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1120.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%  | 0.0000% | $3083.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1120.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $160.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $174.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.5000%  | 0.0000% | $1024.00           | $241.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $1057.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1089.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $282.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.0000%  | 0.0000% | $1035.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $161.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $226.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1120.00           | $253.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1054.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $8076900.00        | $2043407.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.0000%  | 0.0000% | $1004.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $1024.00           | $313.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.5000%  | 0.0000% | $3000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $1299.00           | $206.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $2002.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $1008.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1023.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $15664.00          | $2853.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $1998.00           | $355.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $45.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 3.5000%  | 0.0000% | $1024.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $147.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 2.0000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1408.00           | $284.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.0000%  | 0.0000% | $3072.00           | $325.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $335.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 6.0000%  | 0.0000% | $1304564.00        | $25311.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 8.5000%  | 0.0000% | $1308907.00        | $26864.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 6.0000%  | 0.0000% | $1033.00           | $21.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $10272816.00       | $961627.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 6.0000%  | 0.0000% | $1001.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 6.0000%  | 0.0000% | $1002.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1005.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1476.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1007.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1003.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1022.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $882.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1015.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $2427000.00        | $2446728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1018.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1005.00           | $928.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $939.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1023.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1003.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $3000.00           | $3016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $529.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1001.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1963.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1023.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1011.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2132.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2998.00           | $3088.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1062.00           | $1096.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1007.00           | $1061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1238926.00        | $1278753.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $10714544.00       | $10932120.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1022.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1253900.00        | $1306500.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1003.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.0000%  | 0.0000% | $1001.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $399.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.0000%  | 0.0000% | $1034.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-07-01      | 4.0000%  | 0.0000% | $1040.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-02-01      | 4.0000%  | 0.0000% | $1041.00           | $310.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-09-01      | 5.5000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 5.5000%  | 0.0000% | $1000.00           | $248.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $601.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $1048.00           | $255.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $411.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 4.5000%  | 0.0000% | $3000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $322.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $300.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $403.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $395.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $439.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-06-01      | 2.5000%  | 0.0000% | $6621178.00        | $3079768.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2062-09-01      | 3.5000%  | 0.0000% | $1024.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $165.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.0000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1003.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1176.00           | $486.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $3025.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1069.00           | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.5000%  | 0.0000% | $3084.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $3092.00           | $611.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $278.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $3245.00           | $867.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.0000%  | 0.0000% | $1037.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $172.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.5000%  | 0.0000% | $4114.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.5000%  | 0.0000% | $1009.00           | $275.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 3.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1046.00           | $306.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%  | 0.0000% | $1001.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $322.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1008.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $5281.00           | $1144.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $247.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $336.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $1028.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $298.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $5824.00           | $1329.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $210.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $2001.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $214.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.0000%  | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $264.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1280.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $380.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $1020.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $575.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 1.5000%  | 0.0000% | $1020.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $384.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1027.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1975.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $514.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1040.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1011.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $466.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $604.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1004.00           | $765.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 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           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1001.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $552.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.0000%  | 0.0000% | $282676.00         | $205729.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1204.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $617.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1016.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $2018.00           | $1737.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1013.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1005.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1181.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $507.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $790.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1013.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1053.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $555.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1127731.00        | $1124683.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 4.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1576.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $614.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1400.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $249837.00         | $221046.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1041.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1008.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1663.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $374.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 2.0000%  | 0.0000% | $1000.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $201.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.5000%  | 0.0000% | $2009.00           | $542.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $222.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1024.00           | $220.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.0000%  | 0.0000% | $1011.00           | $146.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.5000%  | 0.0000% | $1024.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%  | 0.0000% | $1201.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1008.00           | $288.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $198000.00         | $68483.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 4.5000%  | 0.0000% | $1015.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.0000%  | 0.0000% | $1016.00           | $264.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $1008.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $1121.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $13422.00          | $1955.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.5000%  | 0.0000% | $3000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.0000%  | 0.0000% | $4096.00           | $1385.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.5000%  | 0.0000% | $2010.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $345.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-08-01      | 4.0000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $3000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1048.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $287.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $2687500.00        | $773294.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $330.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $270.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1120.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $152216575.00      | $68791035.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $417.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $398.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1565.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $465.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.0000%  | 0.0000% | $11000.00          | $4361.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $3074.00           | $1627.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $510.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $505.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1022.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $225000.00         | $113121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $3001.00           | $1621.00           | 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% | $392059.00         | $203013.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1066.00           | $560.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $2016.00           | $1068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $537.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1119.00           | $602.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1561.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $3167330.00        | $1762633.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $427.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1004.00           | $567.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $485.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1013.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $583.00            | 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    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 2.5000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $522.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $577.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $584.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $590.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $2004.00           | $1196.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.5000%  | 0.0000% | $1011.00           | $533.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1294.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $628.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1253994.00        | $865389.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $1016.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1020.00           | $532.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $114153.00         | $83622.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $29951.00          | $21834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $181576.00         | $119148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1966.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $790000.00         | $526263.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $641.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1032.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2347.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1451.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1373.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1011.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.5000%  | 0.0000% | $1029.00           | $831.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $565.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1574.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1035.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2131.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $811.00            | 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    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1028.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $1001.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.5000%  | 0.0000% | $47395472.00       | $34943770.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1071.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1069.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $630.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1028.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1205.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $868.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1034.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $694.00            | 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    | 2053-01-01      | 5.5000%  | 0.0000% | $1164.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1034.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1046.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $75000000.00       | $53861494.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $3120.00           | $2599.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $97592704.00       | $67690770.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1032.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $8622836.00        | $7038091.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1065.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $697.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $1001.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-03-01      | 5.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1785.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1052.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $203000.00         | $180279.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1034.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $888.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1087.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $923.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $786.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $8000.00           | $7145.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1087.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1007.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1008.00           | $885.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2027.00           | $1730.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1699.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1002.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1070.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1052.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1087.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $861.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $2048.00           | $1893.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $1073.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1022.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1057.00           | $894.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1645.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $748.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1001.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1005.00           | $967.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1985.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $914.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1944.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1010.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%  | 0.0000% | $1021.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $932.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $11000598.00       | $10818179.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1075.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2024.00           | $1964.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1004.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $1011.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1074.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1036.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1041.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1900.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1034.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.0000%  | 0.0000% | $1011.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.0000%  | 0.0000% | $1646636.00        | $1422373.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.5000%  | 0.0000% | $1047.00           | $963.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1031.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $1002.00           | $931.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1006.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $1010.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.5000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1002.00           | $972.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1031.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1004.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1057.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $13634495.00       | $12117426.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1024.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $2107.00           | $2129.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $2064.00           | $2065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.5000%  | 0.0000% | $1235.00           | $1256.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1021.00           | $952.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.0000%  | 0.0000% | $1034.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1032.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $238613.00         | $239177.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1039.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.5000%  | 0.0000% | $1060.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $14960.00          | $15335.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 4.5000%  | 0.0000% | $36841653.00       | $36391996.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 3.0000%  | 0.0000% | $4780109.00        | $4371926.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 2.5000%  | 0.0000% | $5464009.00        | $5342621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $223.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 3.0000%  | 0.0000% | $1000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%  | 0.0000% | $1000.00           | $347.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $377.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $284.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $258.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $215.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $1024.00           | $293.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $232.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $193.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $452.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $202.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 4.0000%  | 0.0000% | $161003.00         | $28851.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $373.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $2016.00           | $586.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $344.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $184.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.5000%  | 0.0000% | $1006.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $246.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $356.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $496.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $431.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 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           | $370.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $2000.00           | $580.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $522.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1024.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.5000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%  | 0.0000% | $1001.00           | $207.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $511.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $441.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $463155.00         | $270997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $492.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $496.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $8000.00           | $4540.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $311.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $440.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 3.0000%  | 0.0000% | $1000.00           | $347.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $436.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $238.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.5000%  | 0.0000% | $2000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $439.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $363.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1004.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 5.5000%  | 0.0000% | $3000.00           | $1106.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $426.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 3.0000%  | 0.0000% | $1007.00           | $454.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $332.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 3.5000%  | 0.0000% | $1010.00           | $341.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $452.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 4.0000%  | 0.0000% | $1035.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $700000.00         | $404081.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $449.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1198.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-07-01      | 4.5000%  | 0.0000% | $1006.00           | $357.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $414.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $523.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $638.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $393.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $576.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1010.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $623.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1047.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $1001.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1316.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $1027.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $544.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $618.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1138.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1112.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $627.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $613.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $612.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1216.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $3072.00           | $2062.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $601.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1301.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1820.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1301.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $12000.00          | $7584.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $707.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $685.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3785.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1003.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $654.00            | 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    | 2051-12-01      | 3.0000%  | 0.0000% | $1016.00           | $653.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.0000%  | 0.0000% | $2046.00           | $1333.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1340.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2201.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $634.00            | 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    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $2016.00           | $1291.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $2000.00           | $69.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $764.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1040.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.5000%  | 0.0000% | $3000.00           | $331.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1037.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $785.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1299.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.5000%  | 0.0000% | $8058.00           | $5663.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.0000%  | 0.0000% | $1000.00           | $557.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2282.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1010.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $2000.00           | $1321.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $780.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $5008.00           | $3814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $391.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $3001.00           | $2288.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 4.0000%  | 0.0000% | $1040.00           | $709.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1517.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1030.00           | $755.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1600.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $693.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.0000%  | 0.0000% | $1007.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1021.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $826.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $722.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $821.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 5.0000%  | 0.0000% | $6610031.00        | $4950359.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $737.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1001.00           | $739.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2016.00           | $1606.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $1064.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%  | 0.0000% | $1002.00           | $754.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1043.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1016.00           | $863.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $766.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1661.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $768.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $1003.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1516.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $884.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1110.00           | $819.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $1024.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1044.00           | $913.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1488.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2249.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $2033.00           | $1556.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1732.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $4090140.00        | $3060767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2363.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $1001.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2337.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $876.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $865.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $1014.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1003.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.0000%  | 0.0000% | $32915200.00       | $28313190.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1105.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $200000.00         | $126767.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $650832.00         | $542947.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $738.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 1.5000%  | 0.0000% | $3001.00           | $1960.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $642.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $813.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1069.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1759.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $859.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $825.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $1035.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1024.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1563.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $1038.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 3.0000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1056.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1817.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $871.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1001.00           | $881.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $1003.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $10745654.00       | $10169865.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $5000.00           | $4344.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1015.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $874.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1052.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $2051.00           | $1768.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $698.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $4243126.00        | $3076988.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.5000%  | 0.0000% | $1061.00           | $836.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1021.00           | $1025.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.0000%  | 0.0000% | $1030.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 6.0000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $2149.00           | $2151.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.5000%  | 0.0000% | $2031.00           | $1388.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1023.00           | $997.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1037.00           | $1039.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1092.00           | $1079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1013.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 6.0000%  | 0.0000% | $2030.00           | $2071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-08-01      | 5.5000%  | 0.0000% | $1029.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1053.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-09-01      | 6.0000%  | 0.0000% | $19976575.00       | $20446480.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1067.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.5000%  | 0.0000% | $66421307.00       | $69747429.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $428.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1001.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $784.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 5.0000%  | 0.0000% | $1003.00           | $12.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 4.5000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.5000%  | 0.0000% | $1024.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-12-01      | 6.5000%  | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 8.0000%  | 0.0000% | $1008.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $728421.00         | $27579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $125.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-10-01      | 2.0000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $1000.00           | $153.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.8000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 5.3500%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 5.6200%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 6.0000%  | 0.0000% | $752135.00         | $19664.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $367999.00         | $30739.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-09-01      | 6.0000%  | 0.0000% | $1008.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 5.5000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 5.6500%  | 0.0000% | $143862.00         | $43701.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 5.5000%  | 0.0000% | $1000.00           | $225.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 5.5000%  | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 7.5000%  | 0.0000% | $1002.00           | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 4.0000%  | 0.0000% | $1000.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-02-01      | 6.0000%  | 0.0000% | $1001.00           | $43.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1421392.00        | $30588.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-09-01      | 4.0000%  | 0.0000% | $1024.00           | $40.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $1118.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-02-01      | 3.0000%  | 0.0000% | $2001.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 3.5000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $1008.00           | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-01-01      | 3.0000%  | 0.0000% | $1002.00           | $9.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $525000.00         | $33510.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-04-01      | 3.5000%  | 0.0000% | $2000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-05-01      | 3.0000%  | 0.0000% | $761451.00         | $66928.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 2.5000%  | 0.0000% | $1001.00           | $265.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $2048.00           | $351.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $41930818.00       | $7725867.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1031.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $1008.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-02-01      | 3.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $1022.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $44.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1001.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-09-01      | 5.1500%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 5.0000%  | 0.0000% | $958015.00         | $39394.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-07-01      | 4.0000%  | 0.0000% | $1000.00           | $32.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-07-01      | 4.5000%  | 0.0000% | $1151.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 5.5000%  | 0.0000% | $7145581.00        | $33207.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-10-01      | 4.5000%  | 0.0000% | $1000.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-12-01      | 5.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.5000%  | 0.0000% | $735241.00         | $21123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-12-01      | 4.0000%  | 0.0000% | $2016.00           | $393.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 4.0000%  | 0.0000% | $1004.00           | $47.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.5000%  | 0.0000% | $6024.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $6104.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-10-01      | 2.5000%  | 0.0000% | $1010.00           | $22.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $149.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 4.0000%  | 0.0000% | $1002.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 3.5000%  | 0.0000% | $1065.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $6255194.00        | $906815.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 2.5000%  | 0.0000% | $6000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.0000%  | 0.0000% | $2000.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-08-01      | 3.0000%  | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $123.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.0000%  | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 3.0000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 3.0000%  | 0.0000% | $6001.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 3.0000%  | 0.0000% | $1001.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 4.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-11-01      | 3.0000%  | 0.0000% | $1000.00           | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 3.5000%  | 0.0000% | $1996000.00        | $225286.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 2.5000%  | 0.0000% | $1010.00           | $105.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-10-01      | 3.5000%  | 0.0000% | $2000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $65.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.0000%  | 0.0000% | $1000.00           | $142.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1002.00           | $269.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $338.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $217.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-08-01      | 3.0000%  | 0.0000% | $2000.00           | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $133.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $1008.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.0000%  | 0.0000% | $2000.00           | $323.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $1030.00           | $135.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-04-01      | 4.0000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 3.0000%  | 0.0000% | $1000.00           | $102.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.0000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 3.0000%  | 0.0000% | $3003.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 4.0000%  | 0.0000% | $2000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 4.0000%  | 0.0000% | $1079.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $1006.00           | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $616.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-07-01      | 1.5000%  | 0.0000% | $1001.00           | $547.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $619.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $1049.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.0000%  | 0.0000% | $320000.00         | $201185.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-09-01      | 2.0000%  | 0.0000% | $1025.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $5000.00           | $3098.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 1.5000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $1001.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $649.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $14000.00          | $8506.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $578.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 3.5000%  | 0.0000% | $884933.00         | $66326.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.5000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 2.0000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 3.0000%  | 0.0000% | $497000.00         | $48143.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 2.5000%  | 0.0000% | $3000.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-11-01      | 2.5000%  | 0.0000% | $3000.00           | $346.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $1009.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.0000%  | 0.0000% | $1003.00           | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 4.5000%  | 0.0000% | $1002.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 2.0000%  | 0.0000% | $1001.00           | $180.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-03-01      | 3.0000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $199.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $327.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $286.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 1.5000%  | 0.0000% | $1000.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 3.0000%  | 0.0000% | $523040.00         | $154872.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-09-01      | 2.5000%  | 0.0000% | $1000.00           | $329.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $430.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%  | 0.0000% | $3002.00           | $1583.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $568.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $550.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1118.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $386.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1005.00           | $563.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $1039.00           | $397.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $464.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $500.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $491.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $342.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $598.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1117.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $387.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $900.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $1011.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $895.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 5.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1012.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-05-01      | 5.0000%  | 0.0000% | $1000.00           | $559.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-01-01      | 2.0000%  | 0.0000% | $64024.00          | $37269.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 2.5000%  | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $1006.00           | $670.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.5000%  | 0.0000% | $3715.00           | $2215.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $3008.00           | $2060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $1938.00           | $1359.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2162.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $597.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2262.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1903.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $574.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $493.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 4.0000%  | 0.0000% | $1007.00           | $694.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $776.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $1052.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $730.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 4.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $782.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $1052.00           | $810.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 2.0000%  | 0.0000% | $1000.00           | $652.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 6.0000%  | 0.0000% | $51688.00          | $31738.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $791.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $799.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 2.5000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $725.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.0000%  | 0.0000% | $3072.00           | $2441.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1027.00           | $771.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 4.5000%  | 0.0000% | $1000.00           | $605.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1633.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $5221090.00        | $4011570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3336.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $1030.00           | $719.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-04-01      | 4.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $5723.00           | $3976.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $646.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 5.0000%  | 0.0000% | $1000.00           | $681.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 5.5000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1667.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $848.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $1001.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $11108533.00       | $8935655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 5.0000%  | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1003.00           | $806.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $496.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $1015.00           | $820.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $3003.00           | $2154.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $840.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $2229.00           | $1939.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $509.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1018.00           | $751.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $595.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 4.5000%  | 0.0000% | $111770.00         | $99598.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $720.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1862.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%  | 0.0000% | $1040.00           | $793.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $1102.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $1761223.00        | $1539960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $38000.00          | $34926.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1842.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $77534839.00       | $71071440.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $846.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1093.00           | $1020.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1040.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $3839.00           | $3610.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1044.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 6.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 5.5000%  | 0.0000% | $1033.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-10-01      | 6.0000%  | 0.0000% | $5518209.00        | $5508111.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 5.0000%  | 0.0000% | $9383245.00        | $9415835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 7.0000%  | 0.0000% | $3024.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $1024.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-09-01      | 4.0000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1001.00           | $973.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1052.00           | $912.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $2027.00           | $2016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $986.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $3312412.00        | $3037671.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $955.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1034.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1011.00           | $965.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1010.00           | $995.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1010.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.5000%  | 0.0000% | $1027600.00        | $1072964.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1038.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1007.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 7.0000%  | 0.0000% | $1030.00           | $1059.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 6.0000%  | 0.0000% | $1020.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1036.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1049.00           | $1072.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1106.00           | $1112.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | 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      | 5.0000%  | 0.0000% | $10306545.00       | $10116017.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $2086064.00        | $2119460.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $1126178.00        | $1172887.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $109248.00         | $103501.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $18073689.00       | $17445653.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $1039.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1046.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1050.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1045.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $353266.00         | $304684.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $6531076.00        | $6360785.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1147.00           | $1142.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1076.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $1021.00           | $1008.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1021.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $886.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1060.00           | $979.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1160.00           | $1135.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2068.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-08-01      | 5.5000%  | 0.0000% | $1050.00           | $1063.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $1009.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $1040.00           | $887.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.0000%  | 0.0000% | $1030.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $1029.00           | $815.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $671.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.5000%  | 0.0000% | $1021.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1086.00           | $956.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1055.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $762927.00         | $712588.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $4006441.00        | $3734036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $1010.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $474.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $1048.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $833.00            | 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   | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.5000%  | 0.0000% | $1040.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1071.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $950.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1052.00           | $953.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1003.00           | $951.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $1003.00           | $980.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $1054.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.0000%  | 0.0000% | $1255.00           | $1177.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1023.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $1040.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1878.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $100762225.00      | $78385117.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $12406464.00       | $11717371.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-11-01      | 6.0000%  | 0.0000% | $3416887.00        | $3476666.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1354900.00        | $1394901.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $400.00            | $378.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1249400.00        | $1188020.00        | U.S. Treasuries (including strips) |

### Security 343: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D3C, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D3C7791561SS
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2032-04-15      | 3.3750%  | 0.0000% | $64155400.00       | $131453059.20      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $55000000.00       | $52412056.64       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $24900000.00       | $24718746.74       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $187433900.00      | $194493568.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $279908000.00      | $288449171.90      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $120550000.00      | $124473397.50      | U.S. Treasuries (including strips) |

### Security 344: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D3E, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D3E779156PBN
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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       | $14778683.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-26      | 1.0000%  | 0.0000% | $10000000.00       | $9879122.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%  | 0.0000% | $19000000.00       | $18716246.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-27      | 1.0000%  | 0.0000% | $20000000.00       | $19700222.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-28      | 1.1000%  | 0.0000% | $25000000.00       | $24508083.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-03-30      | 1.0000%  | 0.0000% | $15000000.00       | $14877767.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-12-12      | 5.0000%  | 0.0000% | $10150000.00       | $10386754.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.1250%  | 0.0000% | $15000000.00       | $15314274.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-06      | 4.8000%  | 0.0000% | $10000000.00       | $10125143.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-06-21      | 4.7000%  | 0.0000% | $10000000.00       | $10282872.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-14      | 4.0600%  | 0.0000% | $10000000.00       | $10197356.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-25      | 4.0200%  | 0.0000% | $15000000.00       | $15084825.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-21      | 4.1500%  | 0.0000% | $10000000.00       | $10041153.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-12-16      | 4.3000%  | 0.0000% | $25000000.00       | $25476750.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.3950%  | 0.0000% | $25000000.00       | $25401427.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-04-04      | 4.1250%  | 0.0000% | $10000000.00       | $10094975.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-12      | 4.2350%  | 0.0000% | $25000000.00       | $25049056.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-13      | 4.2250%  | 0.0000% | $50000000.00       | $50633146.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-05      | 4.5000%  | 0.0000% | $16550000.00       | $16797671.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-08-14      | 4.5000%  | 0.0000% | $10000000.00       | $10132600.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-06      | 4.3750%  | 0.0000% | $10000000.00       | $10134211.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-12-15      | 0.0000%  | 0.0000% | $50000000.00       | $49897000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-02-13      | 0.0000%  | 0.0000% | $100000000.00      | $99185000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-04-15      | 0.0000%  | 0.0000% | $200000000.00      | $197153200.00      | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-05-15      | 0.0000%  | 0.0000% | $100000000.00      | $98283400.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-06-15      | 0.0000%  | 0.0000% | $50000000.00       | $48992300.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-12-15      | 0.0000%  | 0.0000% | $270000000.00      | $269443800.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $15000000.00       | $14829150.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-13      | 0.9900%  | 0.0000% | $10000000.00       | $9868925.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%  | 0.0000% | $10000000.00       | $9859989.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-10      | 4.6250%  | 0.0000% | $25000000.00       | $25217367.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-12-01      | 0.6200%  | 0.0000% | $25000000.00       | $25068958.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-08      | 3.6000%  | 0.0000% | $25000000.00       | $25392250.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-06      | 4.0000%  | 0.0000% | $2000000.00        | $2018791.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-07      | 4.0000%  | 0.0000% | $25000000.00       | $25258983.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-06-23      | 3.6250%  | 0.0000% | $5000000.00        | $5054838.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-10      | 3.7500%  | 0.0000% | $15000000.00       | $15110325.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-24      | 3.9000%  | 0.0000% | $25000000.00       | $25130458.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-25      | 3.3750%  | 0.0000% | $10000000.00       | $10025553.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-10-24      | 4.0000%  | 0.0000% | $10000000.00       | $10018898.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-14      | 4.1250%  | 0.0000% | $25000000.00       | $25099104.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-01      | 4.1750%  | 0.0000% | $10000000.00       | $10075454.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-04-14      | 4.1000%  | 0.0000% | $10000000.00       | $10047911.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-05-12      | 4.1250%  | 0.0000% | $15000000.00       | $15028190.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-13      | 4.2500%  | 0.0000% | $25000000.00       | $25396238.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-07      | 4.2500%  | 0.0000% | $10000000.00       | $10157542.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-07-29      | 4.1250%  | 0.0000% | $11730000.00       | $11879867.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-05      | 4.0000%  | 0.0000% | $15000000.00       | $15154430.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-12      | 4.0000%  | 0.0000% | $25000000.00       | $25309797.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-12-15      | 5.1500%  | 0.0000% | $25000000.00       | $25596451.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-06-16      | 4.1500%  | 0.0000% | $25000000.00       | $25484025.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-01-05      | 4.4200%  | 0.0000% | $25000000.00       | $25399431.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-05-25      | 5.0200%  | 0.0000% | $15000000.00       | $15162185.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-01-30      | 4.3000%  | 0.0000% | $100000000.00      | $101438444.00      | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-12-18      | 4.4000%  | 0.0000% | $25000000.00       | $25476139.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-15      | 3.8750%  | 0.0000% | $44088000.00       | $94873384.00       | U.S. Treasuries (including strips)  |

### Security 345: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR100D3F, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D3F779156OBN
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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% | $21778989.00       | $32160.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $34413.00          | $643.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $24778.00          | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-03-01      | 6.0000%  | 0.0000% | $4590.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $5563.00           | $199.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $14642.00          | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 5.0000%  | 0.0000% | $109231.00         | $1246.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 5.5000%  | 0.0000% | $106170.00         | $311.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $282128.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 5.5000%  | 0.0000% | $3295592.00        | $185787.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 6.0000%  | 0.0000% | $2592586.00        | $120621.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 5.5000%  | 0.0000% | $12427757.00       | $235480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 6.0000%  | 0.0000% | $1035.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 5.5000%  | 0.0000% | $9159.00           | $198.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.0000%  | 0.0000% | $50486.00          | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $292542.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 4.5000%  | 0.0000% | $36093.00          | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $2161228.00        | $7449.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $3070.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $3072.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.0000%  | 0.0000% | $45869573.00       | $415023.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $1245456.00        | $250106.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 3.5000%  | 0.0000% | $5000.00           | $127.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $3162.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 5.5000%  | 0.0000% | $2071.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.5000%  | 0.0000% | $20058577.00       | $370756.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $179479.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 6.0000%  | 0.0000% | $3222.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 6.0000%  | 0.0000% | $3458.00           | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 6.5000%  | 0.0000% | $3120.00           | $43.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $13384027.00       | $211695.00         | 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           | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 7.0000%  | 0.0000% | $29506891.00       | $310210.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 6.0000%  | 0.0000% | $3470.00           | $34.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 7.0000%  | 0.0000% | $17592915.00       | $183336.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 7.0000%  | 0.0000% | $34605915.00       | $287756.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $954567.00         | $151424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 3.5000%  | 0.0000% | $3007.00           | $416.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.5000%  | 0.0000% | $4000.00           | $379.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 3.5000%  | 0.0000% | $1006.00           | $45.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-09-01      | 3.5000%  | 0.0000% | $1379000.00        | $116290.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $1148861.00        | $136686.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $8093.00           | $608.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $479601.00         | $54734.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $138680.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 5.0000%  | 0.0000% | $4042.00           | $52.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 6.0000%  | 0.0000% | $23224712.00       | $233261.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $137131.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 6.0000%  | 0.0000% | $47460666.00       | $181898.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.0000%  | 0.0000% | $10002625.00       | $222933.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 5.5000%  | 0.0000% | $24686222.00       | $642990.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 5.5000%  | 0.0000% | $4116.00           | $41.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 5.5000%  | 0.0000% | $5121.00           | $18.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 4.0000%  | 0.0000% | $475000.00         | $87029.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-01-01      | 3.0000%  | 0.0000% | $4484436.00        | $45949.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-01-01      | 3.0000%  | 0.0000% | $7209197.00        | $57588.00          | 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       | $58826.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 5.0000%  | 0.0000% | $6784.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $1027.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 6.5000%  | 0.0000% | $45136576.00       | $129215.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 7.0000%  | 0.0000% | $5003.00           | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 5.0000%  | 0.0000% | $1291000.00        | $47970.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-08-01      | 4.5000%  | 0.0000% | $100730377.00      | $3293324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.5000%  | 0.0000% | $33007318.00       | $470971.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 4.5000%  | 0.0000% | $1076810.00        | $46939.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 5.5000%  | 0.0000% | $4096.00           | $154.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 4.5000%  | 0.0000% | $4116.00           | $105.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $4096.00           | $157.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $4575383.00        | $272023.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-03-01      | 4.5000%  | 0.0000% | $4004.00           | $560.00            | 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       | $139727.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $4032.00           | $305.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 5.5000%  | 0.0000% | $22307618.00       | $295884.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 6.5000%  | 0.0000% | $4096.00           | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 5.5000%  | 0.0000% | $33861846.00       | $559719.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $1600000.00        | $75518.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $562934.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $200677.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $142243.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $4321451.00        | $249144.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 4.0000%  | 0.0000% | $2667487.00        | $106518.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $21599000.00       | $3997143.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 4.0000%  | 0.0000% | $5155661.00        | $684289.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.5000%  | 0.0000% | $690000.00         | $82174.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $1473000.00        | $181748.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 3.5000%  | 0.0000% | $1395000.00        | $251729.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $1085514.00        | $130257.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 3.5000%  | 0.0000% | $1373839.00        | $134969.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 4.0000%  | 0.0000% | $2765007.00        | $262400.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $1499000.00        | $161232.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1387.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | 0.0000% | $354000.00         | $70675.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $5036255.00        | $1094407.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1155.00           | $181.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | 0.0000% | $1646849.00        | $225266.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $495411.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1310.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $11379.00          | $1103.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.5000%  | 0.0000% | $1651561.00        | $485734.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $2256460.00        | $534240.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $465513.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.5000%  | 0.0000% | $4003.00           | $646.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.5000%  | 0.0000% | $4000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $4001.00           | $1280.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1215.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $2406249.00        | $228084.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1311.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.5000%  | 0.0000% | $1923878.00        | $579968.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $1600000.00        | $197660.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $8102513.00        | $1642890.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 3.5000%  | 0.0000% | $1312.00           | $156.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 4.5000%  | 0.0000% | $1003.00           | $259.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1651.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1617.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $1430.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1359.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $413623.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $434.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1384508.00        | $449945.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $636256.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1000008.00        | $173111.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 5.0000%  | 0.0000% | $1059041.00        | $460513.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $364.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $1762000.00        | $155955.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $1251352.00        | $233873.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $1086827.00        | $110536.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-12-01      | 3.0000%  | 0.0000% | $1020862.00        | $319141.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.5000%  | 0.0000% | $1500000.00        | $142924.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 3.0000%  | 0.0000% | $1312773.00        | $241428.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $3098000.00        | $349811.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 4.0000%  | 0.0000% | $2295044.00        | $195961.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | 0.0000% | $4114766.00        | $1057946.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $2049.00           | $513.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | 0.0000% | $1661424.00        | $510424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1004172.00        | $480927.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1018796.00        | $376378.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $2436376.00        | $283859.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1258628.00        | $384233.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1435770.00        | $564345.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $7454157.00        | $1778345.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $1029914.00        | $439318.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $5021624.00        | $1172186.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $2183556.00        | $582288.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $506899.00         | $73332.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1965563.00        | $381570.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1663189.00        | $605152.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $2747995.00        | $1214135.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $1120008.00        | $256434.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $286000.00         | $71151.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $769000.00         | $138325.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $831322.00         | $55356.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1392852.00        | $386835.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $995074.00         | $230138.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $250.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1234173.00        | $486641.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $42909236.00       | $8239678.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $2596557.00        | $427171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $581628.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $1477000.00        | $66125.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-02-01      | 3.0000%  | 0.0000% | $7853215.00        | $54320.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-06-01      | 5.5000%  | 0.0000% | $1188.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 3.5000%  | 0.0000% | $1141998.00        | $111858.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 4.0000%  | 0.0000% | $10479040.00       | $972940.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 4.0000%  | 0.0000% | $60479106.00       | $5108257.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | 0.0000% | $13660024.00       | $3380579.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.5000%  | 0.0000% | $1194631.00        | $111457.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 3.5000%  | 0.0000% | $578220.00         | $243171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.5000%  | 0.0000% | $36717943.00       | $56917.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 6.5000%  | 0.0000% | $2947879.00        | $56975.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 3.5000%  | 0.0000% | $2700000.00        | $345520.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.0000%  | 0.0000% | $829000.00         | $106955.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 3.0000%  | 0.0000% | $955000.00         | $142368.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $372000.00         | $58993.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $8236374.00        | $1026005.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $1010000.00        | $134590.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 3.5000%  | 0.0000% | $1003.00           | $48.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.0000%  | 0.0000% | $225545.00         | $50340.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.5000%  | 0.0000% | $1353000.00        | $211929.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.0000%  | 0.0000% | $710000.00         | $171288.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 5.0000%  | 0.0000% | $628405.00         | $74407.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.0000%  | 0.0000% | $512000.00         | $104635.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 3.5000%  | 0.0000% | $465000.00         | $56728.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $4560859.00        | $1569428.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.0000%  | 0.0000% | $726181.00         | $181391.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-09-01      | 3.0000%  | 0.0000% | $1516248.00        | $170567.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $330000.00         | $81860.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.0000%  | 0.0000% | $366790.00         | $63971.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $2003716.00        | $1481951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-01-01      | 1.5000%  | 0.0000% | $600000.00         | $457760.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 3.5000%  | 0.0000% | $1162929.00        | $165063.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $360000.00         | $147918.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.0000%  | 0.0000% | $1172236.00        | $494875.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $117689.00         | $50737.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 1.5000%  | 0.0000% | $586007.00         | $270812.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 1.5000%  | 0.0000% | $420783.00         | $180157.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 2.0000%  | 0.0000% | $105000.00         | $52049.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.5000%  | 0.0000% | $650000.00         | $273937.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 5.5000%  | 0.0000% | $100000.00         | $63150.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 4.0000%  | 0.0000% | $14738.00          | $13155.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $626232.00         | $312638.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $139000.00         | $56767.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 2.0000%  | 0.0000% | $211000.00         | $85773.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 3.0000%  | 0.0000% | $12727917.00       | $4316463.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 5.5000%  | 0.0000% | $99918.00          | $96840.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | 0.0000% | $1229378.00        | $249591.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $2090614.00        | $825246.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 3.0000%  | 0.0000% | $784154.00         | $359692.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-06-01      | 3.0000%  | 0.0000% | $1686294.00        | $766424.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $700000.00         | $329020.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $2738000.00        | $1811451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $200000.00         | $133416.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $85000.00          | $61192.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.0000%  | 0.0000% | $400000.00         | $281737.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $27924192.00       | $21420638.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $5739567.00        | $4401476.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $200000.00         | $149735.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $988630.00         | $717028.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $30181560.00       | $22204333.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $79000.00          | $61613.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | 0.0000% | $34364300.00       | $26078246.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $45000.00          | $34771.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $69000.00          | $56009.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $100000.00         | $70535.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $1562930.00        | $1162603.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $714000.00         | $533460.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $147000.00         | $118701.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $1559000.00        | $1342911.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $62996.00          | $49214.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $5768784.00        | $4528745.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $397000.00         | $325391.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $21643.00          | $18318.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $40265000.00       | $33862340.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $79000.00          | $62355.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $177972.00         | $144625.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $288623.00         | $217803.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $71947392.00       | $63775228.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $100000.00         | $92932.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $32010066.00       | $28465304.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $94027.00          | $88865.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $20000.00          | $18288.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $26000.00          | $23301.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $229984.00         | $23439.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $220000.00         | $39800.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 2.5000%  | 0.0000% | $575775.00         | $141505.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $228000.00         | $208538.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6585.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $6303635.00        | $2239001.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $5707565.00        | $1056177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $556000.00         | $161309.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.0000%  | 0.0000% | $861000.00         | $400511.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $40000.00          | $29963.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $792.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $815000.00         | $354760.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $17586.00          | $8296.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $45000.00          | $29753.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $40000.00          | $25653.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $43651115.00       | $27792965.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $2197287.00        | $1457266.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $190000.00         | $149832.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $625615.00         | $431641.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | 0.0000% | $165000.00         | $127135.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $75817832.00       | $59005457.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.0000%  | 0.0000% | $93000.00          | $75813.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $227000.00         | $188670.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $24000.00          | $19430.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $35000.00          | $28979.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1043724.00        | $763374.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 4.5000%  | 0.0000% | $31573.00          | $26476.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $25168.00          | $20552.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $219294.00         | $187287.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.0000%  | 0.0000% | $425040.00         | $382655.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.0000%  | 0.0000% | $224000.00         | $203504.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $50770400.00       | $33689112.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 4.5000%  | 0.0000% | $124265.00         | $116195.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.0000%  | 0.0000% | $190000.00         | $177052.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $12000.00          | $11117.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $67566332.00       | $50921495.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $2235000.00        | $2105973.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $24948107.00       | $21035595.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $27446019.00       | $21290788.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2160897.00        | $2033475.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $227920.00         | $198765.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $191744.00         | $153733.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.5000%  | 0.0000% | $226286.00         | $143629.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $7255517.00        | $6339813.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $74236600.00       | $58609262.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $390043.00         | $298408.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $118000.00         | $97020.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $345000.00         | $301975.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $356000.00         | $260186.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $541172.00         | $446869.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 4.0000%  | 0.0000% | $8227056.00        | $796274.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 4.0000%  | 0.0000% | $6105258.00        | $612899.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 4.0000%  | 0.0000% | $8973320.00        | $803449.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 4.0000%  | 0.0000% | $3607996.00        | $385966.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $193789.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 4.0000%  | 0.0000% | $3813373.00        | $548551.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 4.0000%  | 0.0000% | $2939492.00        | $715383.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 4.0000%  | 0.0000% | $4683780.00        | $574875.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 3.5000%  | 0.0000% | $3966902.00        | $386389.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $403299.00         | $63933.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $622975.00         | $139243.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 4.0000%  | 0.0000% | $1282230.00        | $63957.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $1490898.00        | $70964.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $5841957.00        | $751913.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $2058355.00        | $361025.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $2510183.00        | $286090.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | 0.0000% | $4219245.00        | $790055.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 4.0000%  | 0.0000% | $1365362.00        | $288239.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $6381175.00        | $541480.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $5827031.00        | $255551.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $1995020.00        | $339837.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $1317082.00        | $182539.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 4.0000%  | 0.0000% | $16887200.00       | $4694191.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 4.0000%  | 0.0000% | $4571270.00        | $487698.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $491092.00         | $134809.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $4659428.00        | $658997.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.5000%  | 0.0000% | $7051.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.0000%  | 0.0000% | $11328120.00       | $1373590.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.0000%  | 0.0000% | $43622763.00       | $5785021.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 4.0000%  | 0.0000% | $424362.00         | $53217.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 4.5000%  | 0.0000% | $1021.00           | $82.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-05-01      | 4.5000%  | 0.0000% | $18258402.00       | $2501088.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $19014061.00       | $2732380.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $223.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-10-01      | 4.0000%  | 0.0000% | $1156050.00        | $367767.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $2151067.00        | $740272.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 4.0000%  | 0.0000% | $3675968.00        | $439249.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 4.0000%  | 0.0000% | $3820000.00        | $673299.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $17580643.00       | $2637067.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $193.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.5000%  | 0.0000% | $4300149.00        | $688495.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 4.0000%  | 0.0000% | $5000.00           | $550.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | 0.0000% | $5042.00           | $825.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.0000%  | 0.0000% | $7571800.00        | $1299674.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 5.0000%  | 0.0000% | $1738148.00        | $612985.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.0000%  | 0.0000% | $1013675.00        | $217176.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | 0.0000% | $1471470.00        | $314287.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $1999712.00        | $599346.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $5043030.00        | $278192.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $3392823.00        | $999678.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $2229004.00        | $329510.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $321.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $3161156.00        | $1027078.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $6003.00           | $1753.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $3100161.00        | $751761.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $98.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $2762109.00        | $807929.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $1721996.00        | $332780.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $566.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 5.0000%  | 0.0000% | $1862732.00        | $587690.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $370.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.5000%  | 0.0000% | $3371584.00        | $1263662.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $2327657.00        | $456411.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $7599000.00        | $1055121.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.5000%  | 0.0000% | $15068720.00       | $2751226.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-07-01      | 3.5000%  | 0.0000% | $5669308.00        | $783379.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | 0.0000% | $569000.00         | $142809.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $259.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 4.0000%  | 0.0000% | $19476305.00       | $3129950.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $12006499.00       | $3166324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $4710912.00        | $1192807.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $14450185.00       | $3983433.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $11323580.00       | $3133707.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $2577432.00        | $663214.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $1368346.00        | $229632.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $317.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $1003.00           | $365.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $3550836.00        | $927721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1597960.00        | $471186.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $688234.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1218944.00        | $556673.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1144602.00        | $221054.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.0000%  | 0.0000% | $2518683.00        | $877058.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $1249776.00        | $251877.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $2816204.00        | $1083827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $4002.00           | $1522.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | 0.0000% | $9706247.00        | $3002501.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $8183577.00        | $1867396.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $83624229.00       | $18020741.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.5000%  | 0.0000% | $3725000.00        | $874233.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-09-01      | 4.0000%  | 0.0000% | $1602624.00        | $692462.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.0000%  | 0.0000% | $3413293.00        | $941191.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.0000%  | 0.0000% | $3450332.00        | $830941.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | 0.0000% | $1270724.00        | $444403.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $2175822.00        | $742692.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $516795.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 4.0000%  | 0.0000% | $2637262.00        | $858091.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $1871246.00        | $536689.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $400484.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $995975.00         | $159645.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $3331596.00        | $1039164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | 0.0000% | $3077016.00        | $1045144.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $168046.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 5.0000%  | 0.0000% | $2168724.00        | $720431.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $1562296.00        | $414803.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1530724.00        | $195290.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $2602776.00        | $780536.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $559430.00         | $130889.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $35807.00          | $23094.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1298255.00        | $483249.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $340.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1589.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $1782245.00        | $356138.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1150.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $1474034.00        | $255511.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1510.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.0000%  | 0.0000% | $4000.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $949.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.0000%  | 0.0000% | $750000.00         | $91761.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1074.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1239.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 5.0000%  | 0.0000% | $4000.00           | $670.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1418.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $659888.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $888.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1132.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1364.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1446.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $1134522.00        | $247076.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $186.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1305.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1359.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $669.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $3999000.00        | $813737.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1481.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1346.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 4.0000%  | 0.0000% | $27863761.00       | $4009112.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | 0.0000% | $483000.00         | $93030.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $6208402.00        | $1668106.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.0000%  | 0.0000% | $839000.00         | $159767.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $748000.00         | $127300.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | 0.0000% | $1158337.00        | $125642.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $519774.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $4028555.00        | $1615484.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $268107.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $666591.00         | $239614.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1272.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1194.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1541.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $4000.00           | $560.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $795140.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1620.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $12985597.00       | $3238238.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $1903.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.5000%  | 0.0000% | $4000.00           | $376.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $2261430.00        | $785327.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1674.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $542.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1616.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2289.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $609990.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $270000.00         | $68309.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1833.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $4486000.00        | $1034848.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $346.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 5.0000%  | 0.0000% | $308000.00         | $72568.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $3646608.00        | $2105563.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $7208000.00        | $3523685.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 5.0000%  | 0.0000% | $1104638.00        | $536596.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2540.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $38000.00          | $20380.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $185000.00         | $106600.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $428634.00         | $257682.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $193000.00         | $112876.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $138137.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $1001.00           | $459.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2645.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $327488.00         | $181564.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.5000%  | 0.0000% | $175000.00         | $89226.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $200000.00         | $116213.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | 0.0000% | $1809086.00        | $1197731.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $1315000.00        | $833074.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $697955.00         | $498721.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $90000.00          | $58046.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2586.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $1709277.00        | $1063505.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1222.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $2381.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $1485560.00        | $877926.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $348723.00         | $231279.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $643404.00         | $477032.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $499658.00         | $325346.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $257654.00         | $176765.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $2636097.00        | $1815149.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $810000.00         | $559922.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $135093.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $150000.00         | $111044.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1550000.00        | $1037626.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $62660.00          | $52350.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2510.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $4001.00           | $3478.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1083698.00        | $852486.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1374358.00        | $899744.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $190721.00         | $147313.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $47953.00          | $38133.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9988.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $12000.00          | $9983.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1393620.00        | $662320.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3090.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $1025464.00        | $794174.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3883.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $142670.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5148.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $62502.00          | $39855.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3101.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1980958.00        | $1699633.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $4088528.00        | $3261751.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2020.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1059300.00        | $717906.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $11000.00          | $8561.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $871396.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $1307204.00        | $1063372.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2491.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2809.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3046.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1027304.00        | $981578.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1175253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2467.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1671.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1049894.00        | $765910.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3261.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3800.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $796253.00         | $684564.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $12000.00          | $9955.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $1020492.00        | $580551.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $53000.00          | $32463.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4722.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3490.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $1413370.00        | $779143.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1167750.00        | $899823.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1237130.00        | $1074138.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $992274.00         | $780842.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1073644.00        | $1001455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $4314792.00        | $3029148.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $3820082.00        | $3039804.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $2212760.00        | $1177178.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1127146.00        | $1083407.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1124994.00        | $555451.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $3003.00           | $1814.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $179835.00         | $153100.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1111076.00        | $729984.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1292885.00        | $1131049.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $5359.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1271750.00        | $827660.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $6162140.00        | $4713694.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1219280.00        | $714548.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1134565.00        | $906015.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8378596.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6213.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1067835.00        | $675885.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1908305.00        | $1537987.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1060400.00        | $806441.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $573.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1881260.00        | $1270347.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $704406.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1081716.00        | $843856.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1767600.00        | $1373567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1412983.00        | $1032666.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $2906600.00        | $1936998.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1034159.00        | $933690.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1152066.00        | $695927.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1558668.00        | $1000305.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1063276.00        | $699448.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $200666.00         | $178674.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1137714.00        | $799119.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1169260.00        | $815396.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1084132.00        | $750369.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $1325648.00        | $323964.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1465321.00        | $1154658.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $12386.00          | $9744.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1121238.00        | $855587.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $1145000.00        | $852879.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $1272980.00        | $848249.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $10652264.00       | $5872408.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | 0.0000% | $5658170.00        | $2775567.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $5454017.00        | $3203104.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $5485643.00        | $4805018.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $791376.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1032680.00        | $553788.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $11831872.00       | $10132267.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $4001.00           | $2606.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1459275.00        | $1181467.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $17292405.00       | $15439018.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $616.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3492.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1035394.00        | $440149.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $196308.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $8767889.00        | $4834705.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $9419996.00        | $6426595.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $7846580.00        | $6723086.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $543.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1179904.00        | $859264.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1501874.00        | $1122495.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $3671511.00        | $3269497.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1062250.00        | $423394.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 7.5000%  | 0.0000% | $1288492.00        | $276933.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $847.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1107659.00        | $700724.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1116982.00        | $854602.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1199530.00        | $698549.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1717843.00        | $899938.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1071785.00        | $596602.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $1003088.00        | $676533.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $6791952.00        | $4420247.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $302582.00         | $164196.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1042116.00        | $568375.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | 0.0000% | $1177118.00        | $1212241.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1002527.00        | $850183.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $319916.00         | $263916.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1360411.00        | $685855.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1105750.00        | $784862.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $1522.00           | $1073.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1270396.00        | $765158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $957.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $1249681.00        | $853178.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $206310.00         | $163498.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1548279.00        | $1266884.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1074963.00        | $882565.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1183042.00        | $670444.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1096.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $4852279.00        | $3582040.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $11661616.00       | $9511165.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1865685.00        | $1192683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $1001037.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $1540832.00        | $1169405.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $2010.00           | $1493.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $19485115.00       | $16180786.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1533000.00        | $1534260.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $38168320.00       | $24626760.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $1207864.00        | $878820.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $1125234.00        | $825664.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $399000.00         | $290341.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $562511.00         | $489180.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $1008594.00        | $295533.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1380686.00        | $1161092.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3051.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | 0.0000% | $7000.00           | $6592.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1107444.00        | $967468.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1956126.00        | $1679917.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | 0.0000% | $1011358.00        | $599396.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $5945848.00        | $4634274.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $10945600.00       | $8364430.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $38257443.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1234435.00        | $539027.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $250000.00         | $230471.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1139090.00        | $721395.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1053381.00        | $778974.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $443138.00         | $439704.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1332661.00        | $1103984.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1058632.00        | $796420.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $8631814.00        | $7359627.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $77111.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1029.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $7005000.00        | $6817053.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $13362592.00       | $11739711.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | 0.0000% | $2122126.00        | $1590729.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1236381.00        | $998356.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $998396.00         | $797296.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1053880.00        | $979760.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1078687.00        | $706694.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $71505.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $750651.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1098146.00        | $776582.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $4568216.00        | $4142021.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1065788.00        | $1051866.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $1006296.00        | $722248.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $75303424.00       | $62937480.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | 0.0000% | $94101.00          | $66115.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $4055312.00        | $3628900.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1025383.00        | $1064082.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1277030.00        | $1311766.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $1361582.00        | $1323013.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $3723256.00        | $2938241.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $2331192.00        | $1688035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | 0.0000% | $8654230.00        | $6614251.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $1044284.00        | $909893.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $1000005.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $1538693.00        | $1145515.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | 0.0000% | $1275710.00        | $820216.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $74036.00          | $45230.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $59351.00          | $58562.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $262826.00         | $262706.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $5492928.00        | $5471387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $4164232.00        | $3512641.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $3433636.00        | $3457878.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 7.0000%  | 0.0000% | $1300421.00        | $1362425.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $891.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $1376203.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $220000.00         | $190603.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2898.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $475999.00         | $454367.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $1439540.00        | $1457465.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $1206930.00        | $1081487.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $52217552.00       | $48803573.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1806070.00        | $1787905.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $627171.00         | $645730.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1517918.00        | $1503821.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $18750104.00       | $18745835.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $37755555.00       | $34482918.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $2148644.00        | $1988551.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-04-01      | 6.5000%  | 0.0000% | $3372227.00        | $2686098.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.0000%  | 0.0000% | $1181672.00        | $237957.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 1.5000%  | 0.0000% | $394730.00         | $197163.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $933000.00         | $444399.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 5.0000%  | 0.0000% | $479761.00         | $55632.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $550000.00         | $78564.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | 0.0000% | $174000.00         | $81638.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $150000.00         | $67132.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $1115266.00        | $613958.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $3177917.00        | $1779222.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $770000.00         | $405985.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $113000.00         | $64868.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $196276.00         | $128181.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $360000.00         | $210434.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | 0.0000% | $500000.00         | $326210.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 4.0000%  | 0.0000% | $89848.00          | $46818.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | 0.0000% | $734710.00         | $493518.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $309371.00         | $229332.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $145000.00         | $100421.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $351372.00         | $243708.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $352714.00         | $263554.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $717001.00         | $448188.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $42168132.00       | $28836002.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $145000.00         | $102951.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $4223000.00        | $2975574.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $2730224.00        | $1706478.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $154000.00         | $115283.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $99000.00          | $76624.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $165100.00         | $121045.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $58996000.00       | $43689347.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $138000.00         | $103217.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | 0.0000% | $79909.00          | $59445.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $114000.00         | $85397.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $319000.00         | $244411.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | 0.0000% | $113554.00         | $96311.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $3957176.00        | $3172534.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $29131825.00       | $25026253.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $80955.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $9493613.00        | $6794471.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $99999982.00       | $80268812.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $22170115.00       | $19926084.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $13576560.00       | $11685163.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $21625206.00       | $18508752.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $51926888.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $16806048.00       | $13557892.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $6592640.00        | $5233987.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $69066382.00       | $59146793.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $792752.00         | $704602.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $6355.00           | $5100.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $47872616.00       | $39534660.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-09-01      | 5.0000%  | 0.0000% | $188000.00         | $147825.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-07-01      | 5.0000%  | 0.0000% | $26846275.00       | $26005117.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 5.5000%  | 0.0000% | $999000.00         | $993853.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 5.0000%  | 0.0000% | $19008576.00       | $18906259.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.5000%  | 0.0000% | $1010.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 3.5000%  | 0.0000% | $562000.00         | $102582.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 2.5000%  | 0.0000% | $5245000.00        | $1130422.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 2.5000%  | 0.0000% | $479000.00         | $277242.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-08-01      | 2.0000%  | 0.0000% | $100000.00         | $61129.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-01-01      | 2.0000%  | 0.0000% | $200000.00         | $128959.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 5.5000%  | 0.0000% | $6279296.00        | $3992191.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $1015240.00        | $491481.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 5.0000%  | 0.0000% | $5114866.00        | $4729839.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 3.0000%  | 0.0000% | $1073300.00        | $494346.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 3.0000%  | 0.0000% | $654700.00         | $318925.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 4.5000%  | 0.0000% | $749069.00         | $359486.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.0000%  | 0.0000% | $363419.00         | $146069.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 5.0000%  | 0.0000% | $346581.00         | $172009.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 4.5000%  | 0.0000% | $135000.00         | $65570.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 5.0000%  | 0.0000% | $272282.00         | $199149.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 5.5000%  | 0.0000% | $5038791.00        | $4255040.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $41000.00          | $23550.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.5000%  | 0.0000% | $7078214.00        | $2148787.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 4.5000%  | 0.0000% | $1261244.00        | $72176.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | 0.0000% | $16549520.00       | $2416205.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $700000.00         | $580397.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $3210817.00        | $2746742.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.0000%  | 0.0000% | $922785.00         | $824160.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-03-01      | 2.0000%  | 0.0000% | $1055727.00        | $125166.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-10-01      | 2.5000%  | 0.0000% | $980745.00         | $289411.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 4.0000%  | 0.0000% | $3192412.00        | $2258963.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-06-01      | 4.0000%  | 0.0000% | $1285006.00        | $318730.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $1956000.00        | $875768.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.5000%  | 0.0000% | $13000.00          | $9618.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $3953288.00        | $3610005.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $180000.00         | $131973.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $2921042.00        | $2323002.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | 0.0000% | $3600000.00        | $2352916.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | 0.0000% | $396859.00         | $368220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $10265456.00       | $9078269.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2826.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $17768992.00       | $17291350.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $10034238.00       | $8080164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1255602.00        | $1159327.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $967.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $4523893.00        | $4062998.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $728000.00         | $637207.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 7.0000%  | 0.0000% | $33866.00          | $30875.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1171271.00        | $957103.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $594792.00         | $608934.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $1240286.00        | $1018569.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | 0.0000% | $1335627.00        | $1269805.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | 0.0000% | $1727139.00        | $1838092.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $12021568.00       | $11556118.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $17344928.00       | $15197144.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $522473.00         | $463782.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $5032165.00        | $5122951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $583028.00         | $428770.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $426060.00         | $381042.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $1079775.00        | $855314.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $593.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 2.0000%  | 0.0000% | $55462.00          | $37191.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 4.5000%  | 0.0000% | $1049844.00        | $984638.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 5.0000%  | 0.0000% | $530202.00         | $466788.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $309210.00         | $298813.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $830510.00         | $364871.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.0000%  | 0.0000% | $2040796.00        | $522654.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 6.0000%  | 0.0000% | $980118.00         | $189325.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $125000.00         | $58803.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $1576662.00        | $774506.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | 0.0000% | $4002.00           | $28.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $257369.00         | $28651.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $2188340.00        | $363379.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 4.0000%  | 0.0000% | $354000.00         | $275431.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 7.0000%  | 0.0000% | $19496683.00       | $12427.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $1130810.00        | $70039.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $666803.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.0000%  | 0.0000% | $13670314.00       | $224546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $629000.00         | $62540.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $74596880.00       | $4962263.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $2014.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 4.0000%  | 0.0000% | $4753000.00        | $454534.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $5320200.00        | $845045.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $3823976.00        | $312548.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $183809792.00      | $13325201.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1045825323.00     | $81577807.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $43602899.00       | $3262215.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 4.0000%  | 0.0000% | $32435940.00       | $2164608.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $9536930.00        | $229485.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $338219.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-06-01      | 3.5000%  | 0.0000% | $5900.00           | $68.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $17388768.00       | $1742455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | 0.0000% | $2564000.00        | $330879.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $29299912.00       | $5302967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $41641216.00       | $7983187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $1392000.00        | $207639.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-07-01      | 3.0000%  | 0.0000% | $438754.00         | $43538.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 5.0000%  | 0.0000% | $2091673.00        | $319193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 4.0000%  | 0.0000% | $3000.00           | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $82328160.00       | $15401463.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 3.5000%  | 0.0000% | $564980.00         | $28859.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $37384384.00       | $7808303.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $50244880.00       | $7545290.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $2000.00           | $408.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $122882049.00      | $21415225.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $41249840.00       | $7359719.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 3.5000%  | 0.0000% | $346978.00         | $36188.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.5000%  | 0.0000% | $945000.00         | $133495.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-08-01      | 3.0000%  | 0.0000% | $1300000.00        | $125192.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $2001.00           | $494.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $2527000.00        | $473108.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $1523000.00        | $287061.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $349000.00         | $29990.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $231625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $171.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 4.0000%  | 0.0000% | $42913088.00       | $5990629.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $12052593.00       | $861464.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | 0.0000% | $11724000.00       | $637154.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.0000%  | 0.0000% | $5476512.00        | $551405.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $5360992.00        | $580982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $10623072.00       | $1253121.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $45029504.00       | $7254329.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.5000%  | 0.0000% | $17209041.00       | $1142199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1539820.00        | $197337.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $952810.00         | $199332.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $16997127.00       | $1551932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $46774080.00       | $7545295.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $9042912.00        | $1369668.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 4.0000%  | 0.0000% | $6275104.00        | $648343.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $61650944.00       | $7863142.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $95075456.00       | $14559499.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $5874456.00        | $559819.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $50331904.00       | $6707371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1130.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $968390.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $4627200.00        | $444249.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $4756416.00        | $828750.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1975380.00        | $342363.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $1002.00           | $66.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | 0.0000% | $3396830.00        | $724472.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $2546422.00        | $616958.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $898000.00         | $161850.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $12802760.00       | $1526957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $82258400.00       | $9687777.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $8266370.00        | $791069.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 4.0000%  | 0.0000% | $1487370.00        | $175503.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | 0.0000% | $1800000.00        | $325310.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $21690400.00       | $19892752.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $41727289.00       | $40277382.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $4937032.00        | $1217374.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $119375232.00      | $16030039.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $115205120.00      | $21368599.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $24928288.00       | $3844867.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $10883105.00       | $1034050.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $8887200.00        | $826130.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $325000.00         | $68651.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $403350.00         | $86972.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $429688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $18255102.00       | $3055260.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 4.0000%  | 0.0000% | $4727552.00        | $1088556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $41175037.00       | $8426106.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1563128.00        | $87179.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $2547010.00        | $696657.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1738046.00        | $215557.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1154178.00        | $449797.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $130936.00         | $21419.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | 0.0000% | $150103840.00      | $7193474.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.0000%  | 0.0000% | $49923520.00       | $7017243.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $4800000.00        | $493420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $803458.00         | $96626.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.5000%  | 0.0000% | $686920.00         | $58887.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 3.5000%  | 0.0000% | $1016.00           | $73.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $86068640.00       | $13905140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $33015936.00       | $5741750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $155502000.00      | $15971439.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $75743744.00       | $16636629.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1938024.00        | $392814.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $121068378.00      | $8901234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $150306816.00      | $12832119.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $68024683.00       | $6025776.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1022.00           | $97.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $70600832.00       | $16391028.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $57785000.00       | $4194435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $23319428.00       | $3899233.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $241106501.00      | $34529044.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $124992384.00      | $26696961.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $50960.00          | $5603.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $221511424.00      | $28532008.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $50490432.00       | $9320727.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $3729140.00        | $1112021.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $569000.00         | $106169.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $60174656.00       | $9381854.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $63892736.00       | $15669926.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $47000000.00       | $3773790.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $46623872.00       | $8589044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $100977920.00      | $9796588.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $59108869.00       | $13282541.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $60097792.00       | $15595340.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 3.0000%  | 0.0000% | $254000.00         | $30168.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 3.0000%  | 0.0000% | $349001.00         | $33538.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $50092000.00       | $11562215.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $34599491.00       | $3364653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $75161856.00       | $8449239.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $129179392.00      | $27816073.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $164949760.00      | $24881538.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $157485.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $72832384.00       | $7368873.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $89064640.00       | $17807782.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $114707328.00      | $8186029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $3500000.00        | $755169.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 4.0000%  | 0.0000% | $447097.00         | $30779.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $3028000.00        | $406187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $37198400.00       | $6885402.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $58732928.00       | $7273327.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $2649750.00        | $945439.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $100708224.00      | $26499231.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $150328320.00      | $20327390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1176.00           | $198.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $17753120.00       | $4024616.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $61908480.00       | $7546362.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $291.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $83860000.00       | $7368537.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $4353178.00        | $631708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $15000000.00       | $4173788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $47479440.00       | $8392663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $418317314.00      | $59254001.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1001.00           | $218.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $3290884.00        | $770578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $22346240.00       | $3181220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $14073382.00       | $2145328.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $36620315.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $129648514.00      | $19546570.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.0000%  | 0.0000% | $2048.00           | $450.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $90441105.00       | $24023545.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $144624940.00      | $25403943.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $1627270.00        | $277257.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $14136632.00       | $4162471.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $46236966.00       | $14011104.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $3640000.00        | $589502.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $56796704.00       | $12912554.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $27026520.00       | $8176040.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1286.00           | $273.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $49766656.00       | $10600140.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $6725009.00        | $526587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $2643860.00        | $466334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $99001984.00       | $15378988.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $108751744.00      | $12013167.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $262.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $70919552.00       | $16876371.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $62911104.00       | $18713841.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $52829952.00       | $9745124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $1152.00           | $216.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1310838.00        | $145910.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $36247360.00       | $6710001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $186.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $3258188.00        | $572419.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | 0.0000% | $1431638.00        | $209502.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $32859264.00       | $7303897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 4.0000%  | 0.0000% | $2577024.00        | $295364.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $14084592.00       | $1285541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $3743800.00        | $890640.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $298846362.00      | $36913486.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $504818688.00      | $92125125.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $156927200.00      | $27845312.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $106462720.00      | $19321729.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $20593040.00       | $4088643.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 3.5000%  | 0.0000% | $273002.00         | $61695.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $3840916.00        | $485600.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $234.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $3606984.00        | $330960.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $1445670.00        | $162474.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1364847.00        | $162188.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | 0.0000% | $1276680.00        | $260936.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | 0.0000% | $8914542.00        | $1828582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $1020.00           | $111.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 4.0000%  | 0.0000% | $4194471.00        | $556516.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.0000%  | 0.0000% | $2628568.00        | $692023.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-08-01      | 3.0000%  | 0.0000% | $1375078.00        | $179026.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $243.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $3021960.00        | $414539.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.5000%  | 0.0000% | $41505856.00       | $1760232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.0000%  | 0.0000% | $1142044.00        | $296253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.5000%  | 0.0000% | $1509969.00        | $175504.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.0000%  | 0.0000% | $1660830.00        | $275970.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $245890.00         | $34033.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.5000%  | 0.0000% | $2506872.00        | $579336.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $1727054.00        | $604898.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $2813555.00        | $340196.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 3.5000%  | 0.0000% | $5064851.00        | $783810.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $14849318.00       | $1610442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $116850944.00      | $12005527.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $116471040.00      | $17770126.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-07-01      | 3.0000%  | 0.0000% | $277000.00         | $39333.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 4.0000%  | 0.0000% | $65722.00          | $10525.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $1657258.00        | $98179.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $157237.00         | $26780.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $97350237.00       | $13585998.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $146472.00         | $15109.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $107098720.00      | $17250970.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $1613500.00        | $626251.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $12497960.00       | $2426437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $97748784.00       | $15691424.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $69788160.00       | $7533929.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $4289264.00        | $779635.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $2000.00           | $442.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $1024.00           | $245.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $17018599.00       | $3628996.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $251.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 5.5000%  | 0.0000% | $250427250.00      | $1939977.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 5.5000%  | 0.0000% | $52600.00          | $286.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $1007.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | 0.0000% | $2016.00           | $89.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $139619.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $401288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $9026.00           | $120.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $486297.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 5.4500%  | 0.0000% | $127172.00         | $26757.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $29749934.00       | $510544.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $423222.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $14296498.00       | $153835.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $22900352.00       | $150253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $290613.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | 0.0000% | $38847169.00       | $290524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $480596.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $69858689.00       | $97954.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $40317505.00       | $114521.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $80508166.00       | $719102.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $90801536.00       | $627579.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | 0.0000% | $48316480.00       | $282562.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $23464240.00       | $94920.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $70032000.00       | $670040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $56234268.00       | $431630.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $60324270.00       | $653679.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $22706784.00       | $280937.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $3835968.00        | $52591.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $45267520.00       | $462119.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $59487746.00       | $114634.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $23408704.00       | $84571.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $22426400.00       | $252411.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $72708611.00       | $179149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $31001536.00       | $138704.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $57707589.00       | $364687.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $3079.00           | $36.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.5000%  | 0.0000% | $23601966.00       | $126895.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $38733952.00       | $245912.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1657300.00        | $1239488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $5080278.00        | $3467461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $501007.00         | $262051.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $502292.00         | $346744.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $710181.00         | $417740.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $6214184.00        | $5687380.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.5000%  | 0.0000% | $1134110.00        | $709469.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1006470.00        | $703765.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1494664.00        | $1331146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $220165.00         | $206244.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $2714064.00        | $1144424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $2235920.00        | $1863866.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $1003.00           | $733.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $734734.00         | $654597.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $4705155.00        | $3595863.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $2000660.00        | $1611789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $21860116.00       | $19041488.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $19973312.00       | $19837854.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $21049920.00       | $20239162.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $301919.00         | $310920.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $6210364.00        | $6070958.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $3303946.00        | $3486639.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1077.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $147930.00         | $152905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $10666581.00       | $9872170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $17823365.00       | $16572701.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $11000.00          | $10283.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $718245.00         | $436476.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $4747704.00        | $4154234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $10578300.00       | $8410658.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1392483.00        | $1362589.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $8229746.00        | $6247520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $8763376.00        | $6671086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1021218.00        | $1031210.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $16007351.00       | $13407070.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1430174.00        | $1480151.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $3262237.00        | $3057432.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $1037522.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $291583.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 4.0000%  | 0.0000% | $1153230.00        | $1085605.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1103210.00        | $1154953.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $922834.00         | $685286.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $3485265.00        | $3586804.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $7335136.00        | $6991076.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $1013394.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $7791.00           | $6352.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $997000.00         | $914944.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $544229.00         | $556233.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $475.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $28353.00          | $28891.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1703988.00        | $1555635.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1302750.00        | $1293393.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1465750.00        | $1526514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $296000.00         | $221478.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $1185347.00        | $734837.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $336500.00         | $303628.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1120080.00        | $1170680.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $6000.00           | $5193.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.5000%  | 0.0000% | $1360841.00        | $628282.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $394092.00         | $263641.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $774948.00         | $784850.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $2126111.00        | $1971256.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $28544.00          | $28941.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1044947.00        | $1090321.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1001.00           | $821.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2748372.00        | $1924147.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $13583136.00       | $11194579.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $502000.00         | $399961.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $14220016.00       | $12654900.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1139183.00        | $852105.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $12439387.00       | $11841129.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1892923.00        | $1872167.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1233896.00        | $1266506.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $598647.00         | $607666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1110233.00        | $514718.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $5324352.00        | $4829828.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $1370187.00        | $1420775.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1204136.00        | $1056044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $24670304.00       | $22902563.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $14332960.00       | $14262773.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $836866.00         | $550206.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1460127.00        | $1468600.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $4842424.00        | $4293622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $5313272.00        | $4984330.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1689165.00        | $1488514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $11386728.00       | $11278784.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.0000%  | 0.0000% | $1146779.00        | $935770.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1771275.00        | $1814939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $12970688.00       | $12114601.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $7788352.00        | $7354720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $1340459.00        | $1311686.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1888193.00        | $1408769.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $205557.00         | $193945.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $875460.00         | $869988.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $6120608.00        | $5500841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $39071536.00       | $38058137.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $420088.00         | $437739.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1189437.00        | $1228332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $635540.00         | $660883.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1891422.00        | $1733767.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $168864.00         | $110026.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1211625.00        | $1237345.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $917.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1191301.00        | $1091797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $8924310.00        | $8511852.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $3564496.00        | $3739913.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $544852.00         | $555842.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $7893600.00        | $8070865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $1152722.00        | $1176851.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1041620.00        | $1068536.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $386228.00         | $341649.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3230820.00        | $3346419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1859855.00        | $1894224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $2287813.00        | $2372271.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1195744.00        | $1191915.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1284730.00        | $1387990.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1326839.00        | $1205920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1549589.00        | $1550485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $166649.00         | $167562.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $5964512.00        | $5636116.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $127623.00         | $121602.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1043458.00        | $911460.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2121.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 7.0000%  | 0.0000% | $1293897.00        | $1364229.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1052.00           | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $499.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $108630.00         | $106238.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $4607579.00        | $4068376.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1526907.00        | $1567069.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $4744203.00        | $4625900.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1693158.00        | $1714941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1114160.00        | $1174381.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1986219.00        | $1916741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1107858.00        | $1163722.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1918603.00        | $1970247.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $3824796.00        | $3912387.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2852000.00        | $2923427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.5000%  | 0.0000% | $873559.00         | $853474.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1581595.00        | $1626634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $4777283.00        | $4549772.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $30580.00          | $29105.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $4143858.00        | $4328786.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $935365.00         | $647712.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1257750.00        | $1299277.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $22072064.00       | $22224620.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.0000%  | 0.0000% | $93019.00          | $88330.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1313240.00        | $1330795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1510384.00        | $1434610.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $479480.00         | $465440.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1570300.00        | $1638732.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1177223.00        | $1180141.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $8366368.00        | $8578630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1433536.00        | $1265151.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $9152609.00        | $9272067.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $7774864.00        | $7816037.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.5000%  | 0.0000% | $1517162.00        | $1448678.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1039584.00        | $1053766.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $2435120.00        | $2455548.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $3403885.00        | $3537167.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1502342.00        | $1329086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $3759300.00        | $3737282.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $150955.00         | $153030.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1112566.00        | $1157509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $339920.00         | $329283.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1001.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1446680.00        | $1206752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $9593033.00        | $9976574.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $466882.00         | $445353.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1256474.00        | $1296780.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $323987.00         | $308628.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $4452792.00        | $4629139.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.5000%  | 0.0000% | $1009317.00        | $985061.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $5198214.00        | $5326438.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $3245115.00        | $2941510.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $2341949.00        | $1891040.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $998900.00         | $950350.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $3625235.00        | $3748378.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $112888.00         | $119445.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1089178.00        | $1084774.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $3687130.00        | $3755884.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4322116.00        | $4504010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $10532880.00       | $10788710.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.0000%  | 0.0000% | $430420.00         | $431701.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2080.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1288985.00        | $1260994.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $2238898.00        | $2309264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $297473.00         | $305324.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $694507.00         | $722851.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1188526.00        | $1221398.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $20204640.00       | $20248871.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $3044100.00        | $2352264.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $4944186.00        | $5078530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $720253.00         | $757259.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 4.5000%  | 0.0000% | $1199212.00        | $1182290.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $2919427.00        | $3005535.00        | 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  | 2055-09-01      | 5.0000%  | 0.0000% | $2616663.00        | $2623129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $2088003.00        | $2140952.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1016000.00        | $1037883.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1679024.00        | $1746019.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1873690.00        | $1944169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1131075.00        | $1175016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1080450.00        | $1105046.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3047.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $3778650.00        | $3919202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $133752.00         | $137442.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1142596.00        | $1202069.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $3862896.00        | $3941798.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $183942.00         | $190021.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $3321592.00        | $3328817.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $117127.00         | $123094.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $3129860.00        | $3175084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $14319136.00       | $14153507.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1157000.00        | $1179960.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1409000.00        | $1427571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2057.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2199550.00        | $2311105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1137625.00        | $1166319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2297433.00        | $2409232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1346632.00        | $1386232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $1694905.00        | $1708613.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2301250.00        | $2309593.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $2895652.00        | $2910530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $11656496.00       | $11647454.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $5801324.00        | $5979703.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $5510227.00        | $5620404.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $38305.00          | $39033.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1542052.00        | $1590118.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | 0.0000% | $33992.00          | $34003.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | 0.0000% | $1586844.00        | $1623353.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $2996290.00        | $3053113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $192998.00         | $199554.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $3613238.00        | $3742530.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $3577345.00        | $3797820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1019720.00        | $1043178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $2417148.00        | $270259.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $297.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $1001.00           | $104.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $2016.00           | $344.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $533114.00         | $79801.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1273906.00        | $330915.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.5000%  | 0.0000% | $597144.00         | $124840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $390000.00         | $49037.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $155422720.00      | $22056548.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $100463744.00      | $18640817.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $542000.00         | $199126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $87468688.00       | $14568419.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $84992.00          | $13788.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $160530944.00      | $44629305.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $494.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 4.5000%  | 0.0000% | $3524436.00        | $281777.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $6732120.00        | $1599796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $1087786.00        | $333814.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $164413952.00      | $24278088.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1579802.00        | $345103.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | 0.0000% | $953797.00         | $313187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1315612.00        | $199325.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $217.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $1457096.00        | $445852.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $799000.00         | $89373.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $1216410.00        | $242746.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $339000.00         | $114266.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1191698.00        | $135285.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1251884.00        | $628692.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1068670.00        | $232685.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $47091904.00       | $11495063.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 3.0000%  | 0.0000% | $3000.00           | $202.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | 0.0000% | $3036164.00        | $663008.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1069996.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | 0.0000% | $1881502.00        | $290204.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $130000.00         | $43186.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 4.5000%  | 0.0000% | $10714448.00       | $10170136.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.0000%  | 0.0000% | $455000.00         | $59428.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $183000.00         | $50958.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | 0.0000% | $11748925.00       | $4458517.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | 0.0000% | $1024.00           | $263.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $508000.00         | $153751.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | 0.0000% | $1038000.00        | $327307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $998000.00         | $282575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.5000%  | 0.0000% | $20772027.00       | $5603829.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 3.0000%  | 0.0000% | $201475.00         | $72979.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $13692032.00       | $3504158.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $431502.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $4373221.00        | $1511873.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.0000%  | 0.0000% | $364768.00         | $120053.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.5000%  | 0.0000% | $238199.00         | $76892.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $209.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | 0.0000% | $119794445.00      | $36012876.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | 0.0000% | $1716184.00        | $418375.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158784996.00      | $38278120.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.0000%  | 0.0000% | $1194000.00        | $490076.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $67531.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 3.0000%  | 0.0000% | $349999.00         | $124732.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 5.5000%  | 0.0000% | $134348.00         | $65551.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 3.0000%  | 0.0000% | $60953521.00       | $23672191.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 3.0000%  | 0.0000% | $544856.00         | $306249.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $8742839.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | 0.0000% | $92512681.00       | $62630361.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $700000.00         | $472631.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 2.5000%  | 0.0000% | $13389184.00       | $8806143.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | 0.0000% | $1577851.00        | $1217361.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $180575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $2000.00           | $351.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $387.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $15445509.00       | $3306722.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1081177.00        | $349747.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $2048.00           | $314.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $2239000.00        | $1408748.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $3418960.00        | $889799.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $5484792.00        | $1154622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1015590.00        | $385126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $3058425.00        | $857905.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $17651820.00       | $5263457.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | 0.0000% | $1773513.00        | $507575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1495260.00        | $620208.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $18235960.00       | $3740954.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $22000.00          | $8427.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $355.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $18917305.00       | $607447.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $1739542.00        | $500842.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $1486719.00        | $534850.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $1069340.00        | $315540.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $21258273.00       | $5894087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1845341.00        | $645457.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1176727.00        | $1101936.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $2053656.00        | $281253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $1647084.00        | $697735.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.0000%  | 0.0000% | $3613761.00        | $852075.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | 0.0000% | $1560633.00        | $421726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 3.0000%  | 0.0000% | $20371704.00       | $3918952.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $17103911.00       | $3385606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1383086.00        | $198045.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $998000.00         | $196405.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | 0.0000% | $2628000.00        | $523304.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $40744320.00       | $6763296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $327.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $6712384.00        | $1277580.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1801372.00        | $927443.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $838685.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $697414.00         | $187677.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $195000.00         | $41751.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $282070.00         | $99119.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $23590110.00       | $4697436.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $21743771.00       | $3320347.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | 0.0000% | $17876568.00       | $3940269.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $3275236.00        | $1025168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $2144380.00        | $1003468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1764108.00        | $881107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1760842.00        | $944262.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1671695.00        | $566735.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $2755272.00        | $844860.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $3750685.00        | $389107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1363722.00        | $484507.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1127792.00        | $445473.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1473586.00        | $305183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2001028.00        | $967749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1389052.00        | $540301.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $304580.00         | $77783.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1260088.00        | $562636.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $2146872.00        | $903543.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $2163372.00        | $537948.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $26999319.00       | $3285633.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $6499000.00        | $3938547.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1940518.00        | $415248.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $35445513.00       | $6605010.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2100716.00        | $624965.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $2650144.00        | $238462.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-03-01      | 3.0000%  | 0.0000% | $774000.00         | $132666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.0000%  | 0.0000% | $1007.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $501201.00         | $68960.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $2000.00           | $216.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $2160000.00        | $461696.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.5000%  | 0.0000% | $12432640.00       | $1617800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | 0.0000% | $698000.00         | $163625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $18134960.00       | $5422222.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $2009640.00        | $546512.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $4036471.00        | $1255906.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $29895328.00       | $9045837.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 3.0000%  | 0.0000% | $896000.00         | $169380.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $86474496.00       | $23962867.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 2.5000%  | 0.0000% | $660000.00         | $119839.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $30256691.00       | $8083690.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | 0.0000% | $2224000.00        | $507483.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1295000.00        | $384768.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $175.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $55325583.00       | $16158923.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $17993990.00       | $3453377.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.0000%  | 0.0000% | $2000.00           | $473.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $195.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 4.0000%  | 0.0000% | $221443584.00      | $53027475.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2846891.00        | $762237.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.0000%  | 0.0000% | $2031976.00        | $1488177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | 0.0000% | $5712448.00        | $4214089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $4887474.00        | $4673541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 3.5000%  | 0.0000% | $1962596.00        | $1773179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $5138356.00        | $776332.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $2183331.00        | $210498.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $27003.00          | $8068.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $656.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $308605.00         | $29324.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1479944.00        | $663098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $3261764.00        | $875140.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $52064028.00       | $12731961.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1376060.00        | $575375.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1170.00           | $233.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1055540.00        | $440463.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $4069864.00        | $1167019.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $2305377.00        | $577640.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $366.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1157622.00        | $274718.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.5000%  | 0.0000% | $973614.00         | $220897.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $185.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $5933318.00        | $1363461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $2856371.00        | $152645.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $21257000.00       | $5717261.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2214956.00        | $577948.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1707680.00        | $390926.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $2048121.00        | $766498.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 5.0000%  | 0.0000% | $1001.00           | $309.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $684696.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $8229837.00        | $2155823.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $5159421.00        | $633957.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $3555693.00        | $633385.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | 0.0000% | $1868000.00        | $286195.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1337836.00        | $351300.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $479.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $993535.00         | $164993.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $933609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | 0.0000% | $4130294.00        | $942708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2115828.00        | $591430.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1913963.00        | $507135.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1535513.00        | $398868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2261083.00        | $539679.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1649496.00        | $530659.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | 0.0000% | $1007112.00        | $125044.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1010470.00        | $351302.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1814775.00        | $562441.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $991237.00         | $361084.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1280826.00        | $562887.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $592604.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $4694374.00        | $1157172.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $265.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $426328.00         | $19392.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1281808.00        | $275989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1308749.00        | $317987.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $8436240.00        | $1312041.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $1595283.00        | $319309.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $431571.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1444517.00        | $424627.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1635304.00        | $513710.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1508170.00        | $734437.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $344.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1698086.00        | $258834.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $2711540.00        | $652414.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1304348.00        | $374329.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.0000%  | 0.0000% | $23197000.00       | $3747587.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $500000.00         | $90644.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1228994.00        | $229139.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1024692.00        | $509445.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1257908.00        | $534734.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $825000.00         | $176467.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $18547488.00       | $6682045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1405206.00        | $474135.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1002294.00        | $182454.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $429852.00         | $146686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1853212.00        | $768611.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1001206.00        | $411021.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $517.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1163506.00        | $544121.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $143259.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1702730.00        | $638334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $5347592.00        | $941461.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $258000.00         | $42509.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1340268.00        | $311623.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1137122.00        | $525658.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1003.00           | $421.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1562762.00        | $602411.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1003.00           | $357.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1047998.00        | $280404.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $447.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $2458570.00        | $881328.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1037356.00        | $453693.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1701895.00        | $729181.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $506.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $1164392.00        | $423891.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | 0.0000% | $2000.00           | $466.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $235.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $1091027.00        | $459578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $129927904.00      | $51268245.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $449.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $218.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $25287932.00       | $9451999.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $2048.00           | $943.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $350.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $7698318.00        | $3990701.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $1165163.00        | $420798.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $325000.00         | $189791.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $1030074.00        | $592258.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $87870710.00       | $49846538.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $26041920.00       | $16219489.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $170115840.00      | $98968843.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1219.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1061325.00        | $457782.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $597.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $2007.00           | $1123.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $6437911.00        | $2405192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $5999000.00        | $3557734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $998997.00         | $492843.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $455247.00         | $250545.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $2501640.00        | $1258949.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6275384.00        | $4812084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $6003.00           | $5373.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $5114523.00        | $4123193.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $181000.00         | $114838.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $40000.00          | $26169.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $13176380.00       | $11036512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $7511232.00        | $6073163.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $5796055.00        | $4462296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $98582.00          | $68277.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $9972700.00        | $6659529.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $7771216.00        | $6601788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $9952560.00        | $8796971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $3096454.00        | $2925499.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $3375911.00        | $3233319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $54499013.00       | $51882080.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1488690.00        | $1074527.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 5.5000%  | 0.0000% | $2849950.00        | $2587827.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $1437370.00        | $792093.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $5281340.00        | $3244987.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $692000.00         | $355720.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $102113.00         | $75782.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $74464.00          | $77635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1541150.00        | $1471961.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 4.0000%  | 0.0000% | $282432.00         | $188601.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $15432423.00       | $14154567.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $14324352.00       | $10910665.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1901324.00        | $1336407.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1054042.00        | $794131.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $7927736.00        | $6435796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $26027785.00       | $17866399.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $1145638.00        | $921844.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $5097888.00        | $5209164.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $4495664.00        | $4648351.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $3534240.00        | $2796679.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1927.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $14705781.00       | $14926371.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.5000%  | 0.0000% | $1292813.00        | $1001490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1546003.00        | $1141378.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $5794480.00        | $3645714.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $1418000.00        | $1019396.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $998696.00         | $571288.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1153878.00        | $773093.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1085974.00        | $790227.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1433.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $31225088.00       | $22841633.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $9455640.00        | $5756140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $36806709.00       | $29977753.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $584468.00         | $425962.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1500000.00        | $973198.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $302369.00         | $226487.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $5944022.00        | $4325686.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $480800.00         | $285481.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1335686.00        | $1139619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $5001.00           | $4015.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $397000.00         | $309131.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $27501032.00       | $21634378.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1454560.00        | $1075064.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $945.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1029202.00        | $932272.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1165668.00        | $783733.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1046202.00        | $614267.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1456150.00        | $636001.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1206400.00        | $1061272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1043103.00        | $353867.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1157441.00        | $1170619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1155928.00        | $1080975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 2.5000%  | 0.0000% | $272992.00         | $220295.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $1009386.00        | $959466.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $249000.00         | $192020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $500000.00         | $387443.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4596432.00        | $3595262.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4224128.00        | $2878166.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $6979168.00        | $5255017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $6032000.00        | $5190819.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $4099952.00        | $3258278.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $1856010.00        | $1659650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1020542.00        | $787609.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $11075449.00       | $5592713.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $206009.00         | $97495.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1914846.00        | $1146103.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1110710.00        | $584638.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1176520.00        | $706945.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $898.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1699100.00        | $1214578.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 7.0000%  | 0.0000% | $4804784.00        | $4165124.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2285928.00        | $621908.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1280408.00        | $680035.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1459474.00        | $817394.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000406.00        | $960557.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1806000.00        | $1175224.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $737.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $27204857.00       | $25351795.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $6894060.00        | $6010536.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1138702.00        | $385432.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1120738.00        | $1095029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $21001.00          | $16653.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $101000.00         | $80551.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $472513.00         | $336823.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $9000.00           | $7605.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1145808.00        | $1101593.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1328986.00        | $1121979.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1852169.00        | $1577029.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1109580.00        | $713712.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1668280.00        | $1465210.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2575501.00        | $2423989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1321000.00        | $999727.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1286425.00        | $1140456.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $7140847.00        | $4232197.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1284712.00        | $975941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1555508.00        | $1246373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $5893000.00        | $5091123.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $16000.00          | $13186.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $8999.00           | $6520.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1276424.00        | $994383.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1003633.00        | $814237.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1353832.00        | $1304133.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $21001.00          | $17277.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1257912.00        | $890181.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $20790.00          | $20047.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1062653.00        | $816833.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $18001.00          | $11429.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $143475.00         | $93072.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $624669.00         | $526030.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1411538.00        | $913894.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1459570.00        | $1322267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1325634.00        | $936819.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $882.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1131766.00        | $429043.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $4780098.00        | $3368271.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $8811.00           | $4882.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1454.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1091028.00        | $670246.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1056631.00        | $908552.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $678.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1248220.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $21176576.00       | $16299371.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1254006.00        | $677976.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $4001.00           | $2827.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1001972.00        | $780285.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1474.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $12003.00          | $9044.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1193794.00        | $847766.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1138138.00        | $820569.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1275053.00        | $867677.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 7.0000%  | 0.0000% | $841978.00         | $388468.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $991571.00         | $471284.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $783598.00         | $698916.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $9001.00           | $5993.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1435984.00        | $872838.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1635904.00        | $1083258.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1003283.00        | $964162.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $10049928.00       | $8314849.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $1040810.00        | $815914.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2862686.00        | $1772652.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $99000.00          | $72493.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1051050.00        | $767282.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $27591520.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2673586.00        | $2460808.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1028788.00        | $1013465.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $7497310.00        | $4867962.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1133256.00        | $1124937.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1474832.00        | $1228596.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $24820448.00       | $18994512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $703124.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $20001.00          | $13823.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $19720.00          | $16098.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $497.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $533231.00         | $298391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $35586.00          | $29879.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $999069.00         | $605992.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1621316.00        | $790368.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1172936.00        | $563318.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1036731.00        | $666743.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1585721.00        | $859435.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1056897.00        | $851467.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1057706.00        | $867731.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $9227664.00        | $7445740.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1301494.00        | $1100932.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1053700.00        | $765787.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1353452.00        | $885673.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $162000.00         | $91814.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $1517530.00        | $818067.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1145669.00        | $988791.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1001246.00        | $571688.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1178467.00        | $908975.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $494000.00         | $393292.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1093622.00        | $872020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1096520.00        | $699489.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $26001.00          | $20824.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1249429.00        | $1198238.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $19001.00          | $15811.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $4521532.00        | $3241755.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1177161.00        | $950153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1390991.00        | $1115859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1251938.00        | $1200131.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1398382.00        | $998204.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $171907.00         | $137913.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $680287.00         | $543183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1029467.00        | $1011890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1428742.00        | $1045061.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1564209.00        | $918364.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1305201.00        | $1075888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $3649585.00        | $2552504.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1528675.00        | $1223342.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $6005439.00        | $4731862.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $3015760.00        | $2360477.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $465948.00         | $278992.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1195484.00        | $694175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1164310.00        | $933830.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $756.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1771906.00        | $853867.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1489936.00        | $847025.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $17506480.00       | $14010230.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1079408.00        | $704568.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1149889.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1004322.00        | $676879.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1240679.00        | $1197967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1908943.00        | $1490032.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $128137.00         | $95665.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $100001.00         | $63604.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1634745.00        | $1473002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1644015.00        | $1239059.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $5243256.00        | $4562439.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1799879.00        | $916548.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $4475024.00        | $3475200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $9000.00           | $9105.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1249390.00        | $884370.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1070036.00        | $853232.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1070370.00        | $879183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1129594.00        | $1014200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1093154.00        | $642260.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $27961.00          | $22664.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $2059259.00        | $1766056.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $8232883.00        | $6124810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $24001.00          | $19648.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1127066.00        | $1030501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1178551.00        | $1113306.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1405020.00        | $1010413.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1048320.00        | $849822.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1241460.00        | $1136214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $36870145.00       | $27775038.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1181937.00        | $1019359.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $1276650.00        | $1291036.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $844190.00         | $671613.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $7058.00           | $6007.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | 0.0000% | $57260.00          | $37015.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $4539288.00        | $3529392.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $24856667.00       | $20419818.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $316742.00         | $257826.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $5955507.00        | $3820431.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $98000.00          | $68565.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $7000.00           | $5907.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1087887.00        | $998276.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1151806.00        | $791618.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $582.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $164181.00         | $146458.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1483308.00        | $757256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1044168.00        | $799711.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $805086.00         | $750720.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1319254.00        | $968969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $472266.00         | $449436.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $808.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1915732.00        | $1562477.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1113156.00        | $1153891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $3578000.00        | $2780129.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1544982.00        | $1079022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1724376.00        | $1509788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $55082.00          | $39434.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $264763.00         | $209399.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $600001.00         | $465768.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $5155053.00        | $4365636.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1398250.00        | $539521.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1563.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2567.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $351295.00         | $286857.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $709000.00         | $637353.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $4952266.00        | $4895336.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1073396.00        | $1070995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $820199.00         | $560033.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1024919.00        | $852742.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $338242.00         | $258298.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1001.00           | $885.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1765.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $292000.00         | $208220.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1492474.00        | $421102.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $787888.00         | $799032.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $52462.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2307.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1098536.00        | $795920.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1048047.00        | $863369.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $873175.00         | $788218.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $2003648.00        | $2011026.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $10000.00          | $7596.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1198141.00        | $730058.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1006345.00        | $1039698.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $200253440.00      | $38056850.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.0000%  | 0.0000% | $3633950.00        | $578092.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $370000.00         | $117587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $7225.00           | $1411.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $2679180.00        | $293540.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $3074.00           | $340.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $200263360.00      | $25529975.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $890000.00         | $216500.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $801105.00         | $181759.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $5762682.00        | $1025315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $620000.00         | $148526.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $290.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | 0.0000% | $1003.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $206550272.00      | $27063133.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $300031485.00      | $36874382.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 3.0000%  | 0.0000% | $4320005.00        | $758327.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $150000.00         | $51881.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $53987.00          | $18167.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $231000.00         | $60480.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $154483968.00      | $35924970.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $135364320.00      | $13438548.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $23269426.00       | $4453876.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | 0.0000% | $12709984.00       | $4268532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1472.00           | $286.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $289000.00         | $63407.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $170000.00         | $30846.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $240888832.00      | $35086693.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | 0.0000% | $309000.00         | $34062.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $790000.00         | $180990.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $100796847.00      | $13347809.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.5000%  | 0.0000% | $879000.00         | $159808.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $27632104.00       | $5102539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $4934904.00        | $703723.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 3.5000%  | 0.0000% | $445000.00         | $93115.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $69.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $88513152.00       | $25265182.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $13503787.00       | $2595507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $111668352.00      | $27248357.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $12317728.00       | $3129671.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $1330600.00        | $895831.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $16056162.00       | $4166553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $9295860.00        | $2899889.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $6149.00           | $1758.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $429000.00         | $101227.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $3696650.00        | $850420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $227002.00         | $26605.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.5000%  | 0.0000% | $168118693.00      | $38599087.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $196028018.00      | $50159699.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $108000.00         | $28620.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $94192000.00       | $31862229.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | 0.0000% | $1096868.00        | $116936.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.0000%  | 0.0000% | $1750000.00        | $386170.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $37275000.00       | $13929043.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $241.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $323.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $29803040.00       | $11168643.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $486071040.00      | $101761548.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 4.0000%  | 0.0000% | $1315000.00        | $420174.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $1176150.00        | $441567.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $26716.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $102176601.00      | $48472279.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.5000%  | 0.0000% | $195000.00         | $57818.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $190250.00         | $93130.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 2.5000%  | 0.0000% | $621724.00         | $246082.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $4116704.00        | $884247.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $2179636.00        | $494716.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $15882184.00       | $7177614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $84746496.00       | $39888932.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $51202048.00       | $21998535.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $226224960.00      | $92397955.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $356817.00         | $75074.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $125711.00         | $57809.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $278879.00         | $123107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.0000%  | 0.0000% | $119251.00         | $53349.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $1663275.00        | $628695.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $49802974.00       | $20268305.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | 0.0000% | $44102720.00       | $20362299.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $142495360.00      | $54079905.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $187288394.00      | $69869739.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $159042.00         | $78755.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $250507520.00      | $99549356.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $267957.00         | $131591.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $109999.00         | $45164.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $738000.00         | $283737.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $49141905.00       | $20679307.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $633000.00         | $240052.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.0000%  | 0.0000% | $39000.00          | $15460.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $18296736.00       | $9105467.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $13848916.00       | $6899874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $526.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $10874224.00       | $5367149.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $152662784.00      | $63692888.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $4112.00           | $1964.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $2560.00           | $1243.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10924.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $534.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $502.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 2.0000%  | 0.0000% | $59776949.00       | $30221860.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $152296722.00      | $62554112.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $71357585.00       | $38549912.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1161.00           | $634.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $55291440.00       | $29705124.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $5856501.00        | $3329967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1119.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $402927.00         | $253711.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $6801709.00        | $3865412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $4384944.00        | $2241382.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $430.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1200000.00        | $650017.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.5000%  | 0.0000% | $434649.00         | $185857.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $2455212.00        | $1271340.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $20878270.00       | $11246770.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $28551941.00       | $14740739.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $61535360.00       | $32347032.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $558.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $231103.00         | $127393.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $39941095.00       | $20431917.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $558.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $542.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $18287328.00       | $9516619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $67973760.00       | $35508986.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $377050601.00      | $202508522.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 3.0000%  | 0.0000% | $1215758.00        | $572547.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $372999.00         | $214100.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $583.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $234122.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.5000%  | 0.0000% | $4406256.00        | $2933234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $749408.00         | $525668.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $247000.00         | $155189.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 2.0000%  | 0.0000% | $265844.00         | $151687.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $743666.00         | $445727.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.5000%  | 0.0000% | $356825.00         | $187149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.0000%  | 0.0000% | $171622.00         | $118956.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $532.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $46599.00          | $28939.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $554218.00         | $308085.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $1631218.00        | $1134350.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $5586040.00        | $3816942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $560944.00         | $386793.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $155000.00         | $101953.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $301038.00         | $220524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $40000.00          | $28856.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $5618960.00        | $4017352.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $31890.00          | $23516.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $75854.00          | $51062.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $65000.00          | $44583.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $34993.00          | $25877.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $15000040.00       | $11253670.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $680.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $8429630.00        | $6376793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $27350000.00       | $20021676.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $348667.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $5293407.00        | $4263336.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2921428.00        | $2416820.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $84711.00          | $61680.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $50000.00          | $31975.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $37000.00          | $27147.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $22536723.00       | $16629374.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $151000.00         | $111473.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $819.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $52682051.00       | $41056512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $109319200.00      | $84690072.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $15616.00          | $12040.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1468.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $29957784.00       | $21202399.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $914383.00         | $705664.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1321827.00        | $1058801.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $580512.00         | $407630.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $6000000.00        | $4774586.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $38919.00          | $31019.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1201000.00        | $879356.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1479.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $24377984.00       | $18664001.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $1020096.00        | $766131.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $60000.00          | $42613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $8410107.00        | $6658939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $27020320.00       | $21794959.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1042.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $17219803.00       | $13626138.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $25239040.00       | $20465118.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $4991000.00        | $3747188.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $3136.00           | $2308.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $8292450.00        | $6780400.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $47403789.00       | $40751220.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $7624310.00        | $6231278.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $7003.00           | $5599.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $7878874.00        | $6079110.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $742808.00         | $619603.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $28237005.00       | $20874080.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $503701.00         | $383994.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $760.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $1508304.00        | $1256539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $5114.00           | $4324.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1646100.00        | $1469004.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $2678000.00        | $1766973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $55000.00          | $41680.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $27090592.00       | $19647949.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $2247216.00        | $1668886.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | 0.0000% | $2323048.00        | $1737426.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $16967960.00       | $15055974.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $49985901.00       | $37044073.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $874000.00         | $695902.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $2148952.00        | $1475361.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $13827696.00       | $10955013.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $184466.00         | $131510.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $876.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $350618.00         | $269822.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $10079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $17158.00          | $14264.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $102779.00         | $80500.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $722.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $8415184.00        | $6405559.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $4005336.00        | $3306577.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $266770.00         | $227515.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1016672.00        | $900269.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $18379365.00       | $12920216.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1134446.00        | $931172.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $35889600.00       | $27913941.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $27227.00          | $19666.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $96908.00          | $81914.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $26593360.00       | $21253606.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $3072.00           | $2639.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $817.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $16016.00          | $12040.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $40469645.00       | $33487521.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $5672656.00        | $4924988.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $21337133.00       | $19127521.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $57785728.00       | $47963166.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $895.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $36996000.00       | $33304562.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1706.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $42091567.00       | $35928335.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $34373103.00       | $30718896.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $4982531.00        | $3956042.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $1220390.00        | $1071246.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1723.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $3902176.00        | $3104799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $2176.00           | $1763.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $86206036.00       | $70620133.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $37299200.00       | $30389696.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $839.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $29958280.00       | $27396708.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | 0.0000% | $175664.00         | $157469.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $20498502.00       | $16385465.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $10402823.00       | $9338836.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $14912760.00       | $13277832.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $23668230.00       | $17143564.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $10311008.00       | $7721254.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $6008.00           | $4905.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $50000000.00       | $41315028.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.0000%  | 0.0000% | $8208.00           | $6267.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.0000%  | 0.0000% | $24055.00          | $18137.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1054.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $2076.00           | $1749.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $33857664.00       | $27189208.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1042.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $3072.00           | $2557.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $12528.00          | $10783.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $31839507.00       | $22452244.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $10946816.00       | $8971196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $3048.00           | $2643.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $4605809.00        | $3723948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $877.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $75000.00          | $54211.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $7051.00           | $4181.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $363577.00         | $290081.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $4322000.00        | $3316072.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $6080.00           | $5398.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $2200200.00        | $1943281.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $4296.00           | $3025.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $4172168.00        | $3543517.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $2432612.00        | $2399612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $3538584.00        | $3461100.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $12424462.00       | $11753209.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1698.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | 0.0000% | $43918592.00       | $37147846.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $27109824.00       | $24686082.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $75000.00          | $65352.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $1088000.00        | $833942.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $3751616.00        | $2711835.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $2032000.00        | $1687669.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1653.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $890.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $43784398.00       | $34050398.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $2500.00           | $1828.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $3115993.00        | $2597047.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $12249.00          | $8283.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | 0.0000% | $3468056.00        | $3303435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $1362914.00        | $1019031.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $16741.00          | $15620.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $5008.00           | $4497.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $48993032.00       | $43555817.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $3072.00           | $2770.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | 0.0000% | $68956560.00       | $64500007.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $7002.00           | $5904.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $8192.00           | $6828.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $13773834.00       | $13128924.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $31707909.00       | $21768109.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $43092.00          | $38583.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1213982.00        | $1116749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $939.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $57828058.00       | $52614764.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $4468768.00        | $4031616.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $7202104.00        | $6760025.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $139792128.00      | $133786542.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1959.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $58815205.00       | $56230919.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $992.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $43851561.00       | $34059649.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $927.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $10504816.00       | $9206618.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $68996.00          | $64312.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.5000%  | 0.0000% | $1001.00           | $745.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $318560.00         | $286144.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $3827965.00        | $3642211.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 6.0000%  | 0.0000% | $2981876.00        | $2639815.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | 0.0000% | $1063.00           | $675.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $10872600.00       | $9602022.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $3081945.00        | $2927789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $30245080.00       | $28461297.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1845.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $6094032.00        | $5499800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $26382995.00       | $26338327.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | 0.0000% | $10535701.00       | $2691788.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.5000%  | 0.0000% | $9926920.00        | $3598800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $2188000.00        | $1471690.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $871012.00         | $531440.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $6690000.00        | $4351790.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | 0.0000% | $9801000.00        | $6509276.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $8000.00           | $6022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $757.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $7010.00           | $5418.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $2839436.00        | $2271516.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $24918464.00       | $23966226.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.5000%  | 0.0000% | $67903420.00       | $31191.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $9641126.00        | $57578.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $4107.00           | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | 0.0000% | $13362384.00       | $215378.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $11098000.00       | $87611.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $209991.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 6.0000%  | 0.0000% | $5000.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $42205070.00       | $150752.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $21964100.00       | $90791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $6199.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $26618848.00       | $271277.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $47055744.00       | $147430.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.5000%  | 0.0000% | $23324160.00       | $277919.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $33660608.00       | $264217.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $38659584.00       | $435351.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.0000%  | 0.0000% | $36742040.00       | $289496.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.5000%  | 0.0000% | $40776064.00       | $494660.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $22490896.00       | $675973.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $64037419.00       | $511557.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $34200869.00       | $260713.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $7168.00           | $58.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $20729706.00       | $101142.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 6.5000%  | 0.0000% | $69483.00          | $152.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 6.0000%  | 0.0000% | $5206.00           | $27.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $3127.00           | $9.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $53602137.00       | $332349.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $79071220.00       | $193650.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $117319200.00      | $224575.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $46602752.00       | $138205.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 6.5000%  | 0.0000% | $7173924.00        | $33415.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.0000%  | 0.0000% | $149035012.00      | $214368.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $28251610.00       | $587052.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.5000%  | 0.0000% | $6569.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $5000.00           | $48.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $2048.00           | $38.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1094.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1495000.00        | $250606.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $15606088.00       | $2008363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $30000000.00       | $3128234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | 0.0000% | $7004.00           | $250.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $4571280.00        | $507712.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.0000%  | 0.0000% | $924000.00         | $90706.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $4000.00           | $582.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | 0.0000% | $3000.00           | $434.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 4.0000%  | 0.0000% | $159000.00         | $22558.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $723556.00         | $171617.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1188.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | 0.0000% | $7000.00           | $1887.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $23042319.00       | $20273365.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $4030.00           | $126.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-05-01      | 6.0000%  | 0.0000% | $57350144.00       | $413348.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $94020864.00       | $4293664.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $25837720.00       | $681871.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $10316589.00       | $10755293.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $2056.00           | $1652.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $875.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $11566882.00       | $7307728.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $33505883.00       | $31875750.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | 0.0000% | $35224192.00       | $33921818.00       | Agency Mortgage-Backed Securities |

### Security 346: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D46, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR100D46779156HBA
- **C.18 - Value (incl. sponsor support):** $26640000.00
- **C.18.a - Value (excl. sponsor support):** $26640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2033-11-15      | 4.5000%  | 0.0000% | $25949900.00       | $27172816.00       | U.S. Treasuries (including strips) |

### Security 347: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D50, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR100D507791563JP
- **C.18 - Value (incl. sponsor support):** $28300000.00
- **C.18.a - Value (excl. sponsor support):** $28300000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2030-05-15      | 0.6250%  | 0.0000% | $32764800.00       | $28814821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $38400.00          | $33768.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $400.00            | $393.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $26400.00          | $26872.00          | U.S. Treasuries (including strips) |

### Security 348: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D54, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR100D547791562DE
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2031-02-15      | 5.3750%  | 0.0000% | $65861400.00       | $72346198.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $9790400.00        | $7193145.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $68262400.00       | $52669205.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $109994200.00      | $60041936.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $63337100.00       | $62749523.00       | U.S. Treasuries (including strips) |

### Security 349: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D58, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR100D587791563DE
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2044-02-15      | 3.6250%  | 0.0000% | $150000000.00      | $133513811.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $140761800.00      | $89496329.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1491500.00        | $1389894.00        | U.S. Treasuries (including strips) |

### Security 350: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D5A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR100D5A7791564DE
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2042-11-15      | 2.7500%  | 0.0000% | $8403100.00        | $6616715.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $16082700.00       | $11500864.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $257915200.00      | $261101044.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $226418100.00      | $230781423.00      | U.S. Treasuries (including strips) |

### Security 351: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D5F, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR100D5F7791561DE
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 | 2043-02-15      | 3.1250%  | 0.0000% | $34305500.00       | $28713101.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $49970200.00       | $39316621.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $22658700.00       | $16203413.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $65718600.00       | $48717820.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100000000.00      | $51501323.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $62289000.00       | $40461938.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $55724600.00       | $36446836.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34763910.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $49999000.00       | $38000315.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $43732338.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $50000000.00       | $42396154.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $39600300.00       | $39767004.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $49530700.00       | $49979266.00       | U.S. Treasuries (including strips) |

### Security 352: FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE) 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D62, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D627791561NT
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $8402100.00        | $8328579.15        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $52394280.99       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $52394280.99       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $13725600.00       | $14382858.86       | U.S. Treasuries (including strips) |

### Security 353: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR100D63, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR100D63779156AMO
- **C.18 - Value (incl. sponsor support):** $949000000.00
- **C.18.a - Value (excl. sponsor support):** $949000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $11900.00          | $11868.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $95514600.00       | $93708132.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $500.00            | $498.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $1600.00           | $1572.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $17127100.00       | $16952712.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $44452100.00       | $44108046.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $105036600.00      | $105275020.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $400.00            | $374.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4657200.00        | $4564429.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $127525600.00      | $130871394.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $27564800.00       | $27550664.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $12275100.00       | $12648330.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $400.00            | $407.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $91875600.00       | $96212758.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $12400.00          | $12579.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $299232000.00      | $302108401.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $9860300.00        | $9976980.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $1600.00           | $1607.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $9330200.00        | $9426338.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $95851800.00       | $98903085.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $15478000.00       | $15642412.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $2000.00           | $2000.00           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2025-12-05

**By:** Allison Fracchiolla

**Name of Signing Officer:** Allison Fracchiolla

**Title of Signing Officer:** Assistant Treasurer